Andrew F. Siegel, Artemiza Woodgate. Performance of Portfolios Optimized with Estimation Error. Management Science, 53(6):1005-1015, 2007. [doi]
@article{SiegelW07,
title = {Performance of Portfolios Optimized with Estimation Error},
author = {Andrew F. Siegel and Artemiza Woodgate},
year = {2007},
doi = {10.1287/mnsc.1060.0664},
url = {http://dx.doi.org/10.1287/mnsc.1060.0664},
tags = {optimization},
researchr = {https://researchr.org/publication/SiegelW07},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {53},
number = {6},
pages = {1005-1015},
}