Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings | The Journal of Portfolio Management

The Journal of Portfolio Management

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jpm.2021.1.319

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https://doi.org/10.3905/jpm.2021.1.319

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Pageant Media Ltd

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Published online December 16, 2021.

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© 2021 Pageant Media Ltd

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Tony Elavia
1. is former chief investment officer at Mackenzie Investments in Toronto, CA. (tony.elavia{at}gmail.com)
S. P. Kothari
1. is Gordon Y. Billard Professor of Accounting and Finance at the Massachusetts Institute of Technology in Cambridge, MA. (kothari{at}mit.edu)
Xu Li
1. is an associate professor of accounting at the University of Hong Kong in Hong Kong SAR, China. (xuli1{at}hku.hk)
Haifeng You
1. is a professor of accounting at the Hong Kong University of Science and Technology in Hong Kong, China. (achy{at}ust.hk)

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