求两篇JSTOR文章,每篇25论坛币,非常感谢!
http://www.jstor.org/pss/2287643
Estimation for Markowitz Efficient Portfolios, by J. D. Jobson and B. Korkie © 1980
American Statistical Association.
http://www.jstor.org/pss/2697722
The Sampling Error in Estimates of Mean-Variance Efficient Portfolio Weights, by Mark Britten-Jones © 1999
American Finance Association.