mean-variance

I cannot imagine that you win the contest by choosing the optimal mean-variance trade-off.

Masonomics Watch, Arnold Kling | EconLog | Library of Economics and Liberty 2009

Nonetheless, the solutions you get for most problems e.g., allocation across the market asset and a few other portfolios are quantitatively similar whether or not you tech up and use a better utility function and/or modify the return distribution to better accomodate reality, or whether you just use mean-variance allocation.

The Volokh Conspiracy » The Nobel Prize in Economics 2007

Estimation of portfolio-balance functions that are mean-variance optimizing: The mark and the dollar (International finance discussion papers/Board of Governors of the Federal Reserve System) by Jeffrey A Frankel

The Party's Over 2007

In this way, the complicated and multidimensional problem of portfolio choice with respect to a large number of different assets, each with varying properties, is reduced to a conceptually simple two-dimensional problem - known as mean-variance analysis.

The Prize in Economics 1990 - Press Release 1990

The statistical model can incorporate proper distributional properties of each data such as mean-variance relationship simply by selecting an appropriate likelihood for each data type.

Naturejobs - All Jobs 2010

This is accomplished using optimization methods within a mean-variance framework.

Recently Uploaded Slideshows WilliamStrnad 2010

Cross-sectionally, expected returns deviate from the CAPM even if investors attempt to hold mean-variance efficient portfolios, and these deviations can be predictable based on past dividends and prices.

BNET Articles 2009

Optimization can be performed using simple Markowitz style mean-variance optimization.

Recently Uploaded Slideshows 2009

I suspect your recent mean-variance experiences - despite having read Taleb - is causing you to be optimistic on earnings as well.

The Big Picture 2008

Investors all all mean-variance optimizers, what implies the use of the Portfolio Theory.

Citizendium, the Citizens' Compendium - Recent changes [en] 2008