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Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings

Tony Elavia, S. P. Kothari, Xu Li and Haifeng You
The Journal of Portfolio Management February 2022, jpm.2021.1.319; DOI: https://doi.org/10.3905/jpm.2021.1.319
Tony Elavia
is former chief investment officer at Mackenzie Investments in Toronto, CA
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S. P. Kothari
is Gordon Y. Billard Professor of Accounting and Finance at the Massachusetts Institute of Technology in Cambridge, MA
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Xu Li
is an associate professor of accounting at the University of Hong Kong in Hong Kong SAR, China
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Haifeng You
is a professor of accounting at the Hong Kong University of Science and Technology in Hong Kong, China
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The Journal of Portfolio Management: 49 (4)
The Journal of Portfolio Management
Vol. 49, Issue 4
Multi-Asset Special Issue 2023
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Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings
Tony Elavia, S. P. Kothari, Xu Li, Haifeng You
The Journal of Portfolio Management Dec 2021, jpm.2021.1.319; DOI: 10.3905/jpm.2021.1.319

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Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings
Tony Elavia, S. P. Kothari, Xu Li, Haifeng You
The Journal of Portfolio Management Dec 2021, jpm.2021.1.319; DOI: 10.3905/jpm.2021.1.319
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