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

Tony Elavia; S. P. Kothari; Xu Li; Haifeng You

doi:10.3905/jpm.2021.1.319

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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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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