Single-Period Mean: Variance Analysis in a Changing World
Ideally, financial analysts would like to be able to optimize a consumption-- investment game with many securities, many time periods, transaction costs, and changing probability distributions. We cannot. For a small optimizable version of such a game, we consider in this article how much would be l...
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| Published in | Financial analysts journal Vol. 59; no. 2; pp. 30 - 44 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
Charlottesville
The Association for Investment Management and Research
01.03.2003
Taylor & Francis Ltd |
| Subjects | |
| Online Access | Get full text |
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| Abstract | Ideally, financial analysts would like to be able to optimize a consumption-- investment game with many securities, many time periods, transaction costs, and changing probability distributions. We cannot. For a small optimizable version of such a game, we consider in this article how much would be lost by following one or another heuristic that could be easily scaled to handle large games. For the games considered, a particular mean-variance heuristic does almost as well as the optimum strategy. |
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| AbstractList | Ideally, financial analysts would like to be able to optimize a consumption-- investment game with many securities, many time periods, transaction costs, and changing probability distributions. We cannot. For a small optimizable version of such a game, we consider in this article how much would be lost by following one or another heuristic that could be easily scaled to handle large games. For the games considered, a particular mean-variance heuristic does almost as well as the optimum strategy. Ideally, financial analysts would like to be able to optimize a consumption-investment game with many securities, many time periods, transaction costs, and changing probability distributions, but they cannot. For a small optimizable version of such a game, this article considers how much would be lost by following one or another heuristic that could be easily scaled to handle large games. For the games considered, a particular mean-variance heuristic does almost as well as the optimum strategy. |
| Author | Markowitz, Harry M. Erik L. van Dijk |
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| Cites_doi | 10.1287/opre.31.4.685 10.1007/BF02282041 10.1287/mnsc.25.11.1127 10.2307/2331041 10.1111/0022-1082.00287 10.2307/1913492 10.1111/j.1540-6261.1984.tb03859.x 10.1287/moor.15.4.676 10.1287/mnsc.1.3-4.197 10.1287/mnsc.30.10.1143 10.1287/mnsc.21.11.1263 10.1016/0022-0531(76)90018-1 10.1086/295078 10.2307/2329839 10.2307/2330243 10.1016/S0304-405X(99)00004-5 10.3905/jpm.1994.409480 10.2307/1926559 |
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| References_xml | – volume: 31 start-page: 685 issue: 4 year: 1983 ident: atypb22 publication-title: Operations Research doi: 10.1287/opre.31.4.685 contributor: fullname: Pulley L.M. – volume: 45 start-page: 59 year: 1993 ident: atypb5 publication-title: Annals of Operations Research doi: 10.1007/BF02282041 contributor: fullname: Dantzig G.B. – volume: 25 start-page: 1127 issue: 11 year: 1979 ident: atypb3 publication-title: Management Science doi: 10.1287/mnsc.25.11.1127 contributor: fullname: Constantinides George M. – volume-title: Microscopic Simulation of Financial Markets year: 2000 ident: atypb13 contributor: fullname: Levy Moshe – volume: 21 start-page: 265 issue: 3 year: 1986 ident: atypb9 publication-title: Journal of Financial and Quantitative Analysis doi: 10.2307/2331041 contributor: fullname: Grauer R.R. – volume: 55 start-page: 2285 issue: 5 year: 2000 ident: atypb14 publication-title: Journal of Finance doi: 10.1111/0022-1082.00287 contributor: fullname: Lynch A.W. – volume: 41 start-page: 321 issue: 2 year: 1973 ident: atypb27 publication-title: Econometrica doi: 10.2307/1913492 contributor: fullname: Zabel E. – volume-title: Mean–Variance Analysis in Portfolio Choice and Capital Markets year: 2000 ident: atypb17 contributor: fullname: Markowitz H.M. – volume-title: Stochastic Programming year: 1980 ident: atypb7 contributor: fullname: Dexter A.S. – volume: 39 start-page: 47 issue: 1 year: 1984 ident: atypb11 publication-title: Journal of Finance doi: 10.1111/j.1540-6261.1984.tb03859.x contributor: fullname: Kroll Y. – volume: 15 start-page: 676 issue: 4 year: 1990 ident: atypb6 publication-title: Mathematics of Operations Research doi: 10.1287/moor.15.4.676 contributor: fullname: Davis M.H.A. – volume-title: Theory of Games and Economic Behavior year: 1953 ident: atypb25 contributor: fullname: Von Neumann J. – volume: 1 start-page: 197 issue: 3 year: 1955 ident: atypb4 publication-title: Management Science doi: 10.1287/mnsc.1.3-4.197 contributor: fullname: Dantzig G.B. – volume: 30 start-page: 1143 issue: 10 year: 1984 ident: atypb20 publication-title: Management Science doi: 10.1287/mnsc.30.10.1143 contributor: fullname: Perold A.F. – volume: 21 start-page: 1263 issue: 11 year: 1975 ident: atypb10 publication-title: Management Science doi: 10.1287/mnsc.21.11.1263 contributor: fullname: Kamin J.H. – volume: 13 start-page: 245 issue: 2 year: 1976 ident: atypb15 publication-title: Journal of Economic Theory doi: 10.1016/0022-0531(76)90018-1 contributor: fullname: Magill M.J.P. – volume: 41 start-page: 215 issue: 2 year: 1968 ident: atypb19 publication-title: Journal of Business doi: 10.1086/295078 contributor: fullname: Mossin Jan – volume: 4 start-page: 179 issue: 2 year: 1969 ident: atypb26 publication-title: Journal of Financial and Quantitative Analysis doi: 10.2307/2329839 contributor: fullname: Young William – volume-title: Portfolio Selection: Efficient Diversification of Investments year: 1959 ident: atypb16 contributor: fullname: Markowitz H.M. – volume: 16 start-page: 361 issue: 3 year: 1981 ident: atypb21 publication-title: Journal of Financial and Quantitative Analysis doi: 10.2307/2330243 contributor: fullname: Pulley L.M. – volume: 52 start-page: 47 issue: 1 year: 1999 ident: atypb1 publication-title: Journal of Financial Economics doi: 10.1016/S0304-405X(99)00004-5 contributor: fullname: Balduzzi P. – volume: 20 start-page: 82 issue: 4 year: 1994 ident: atypb18 publication-title: Journal of Portfolio Management doi: 10.3905/jpm.1994.409480 contributor: fullname: Markowitz H.M. – volume-title: Dynamic Programming year: 1957 ident: atypb2 contributor: fullname: Bellman R.E. – volume: 69 start-page: 308 issue: 3 year: 1979 ident: atypb12 publication-title: American Economic Review contributor: fullname: Levy Haim – volume: 51 start-page: 239 issue: 3 year: 1969 ident: atypb23 publication-title: Review of Economics and Statistics doi: 10.2307/1926559 contributor: fullname: Samuelson P.A. |
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| SubjectTerms | Approximation Capital market Cash Costs Dynamic programming Expected utility Expected values Finance Financial analysis Financial portfolios Forecasting models Games Heuristic Heuristics Investment policy Investments Investors Linear programming Management science Mathematical models Modeling Monte Carlo simulation Operations research Optimization Portfolio Management Quantitative analysis Rates of return Stock exchange Stock returns Transaction costs Utilities Utility functions Variance analysis |
| Title | Single-Period Mean: Variance Analysis in a Changing World |
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