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Do constraints improve portfolio performance?

, and . Journal of Banking & Finance, 24 (8): 1253--1274 (August 2000)

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The unintended consequences of grouping in tests of asset pricing models, and . Journal of Banking & Finance, 28 (12): 2889--2914 (December 2004)Generalized two parameter asset pricing models : Some empirical evidence. Journal of Financial Economics, 6 (1): 11--32 (March 1978)The analytics of sensitivity analysis for mean-variance portfolio problems, and . International Review of Financial Analysis, 1 (1): 17--37 (1992)Do constraints improve portfolio performance?, and . Journal of Banking & Finance, 24 (8): 1253--1274 (August 2000)Industry rotation in the U.S. stock market : 1934-1986 returns on passive, semi-passive, and active strategies, , and . Journal of Banking & Finance, 14 (2-3): 513--538 (August 1990)Stein and CAPM estimators of the means in asset allocation, and . International Review of Financial Analysis, 4 (1): 35--66 (1995)