Joni Clark

Loring Ward

3055 Olin Avenue, Suite 2000

San Jose, CA 95128

United States

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Scholarly Papers (1)

1.

End the Charade: Replacing the Efficient Frontier with the Efficient Range

Number of pages: 15 Posted: 10 Mar 2013
Meir Statman and Joni Clark
Santa Clara University - Department of Finance and Loring Ward
Downloads 108 (268,505)
Citation 2

Abstract:

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Mean variance optimizers, efficient frontier, efficient range, investor preference, mean-variance efficient portfolios