Parameter Estimation Techniques, Optimization Frequency, and Portfolio Return Enhancement

Glen A. Larsen; Bruce G. Resnick

doi:10.3905/jpm.2001.319810

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Parameter Estimation Techniques, Optimization Frequency, and Portfolio Return Enhancement

Glen A. Larsen and Bruce G. Resnick

The Journal of Portfolio Management Summer 2001, 27 (4) 27-34; DOI: https://doi.org/10.3905/jpm.2001.319810

Glen A. Larsen Jr.

Chairperson of the undergraduate program and associate professor of finance at the Kelley School of Business at Indiana University in Indianapolis (IN 46202).

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Bruce G. Resnick

The Joseph M. Bryan Jr. professor of banking and finance at the Babcock Graduate School of Management at Wake Forest University in Winston-Salem (NC 27109).

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The Journal of Portfolio Management

Vol. 27, Issue 4

Summer 2001

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Parameter Estimation Techniques, Optimization Frequency, and Portfolio Return Enhancement