Overview
Mark Britten-Jones is a financial economist (London Business School) known for work on portfolio theory, mean-variance analysis, and the econometrics of asset returns.
Key Contributions / Features
- Sampling error in efficient portfolio weights (Britten-Jones 1999): showed efficient portfolio weights can be estimated and tested as OLS regression coefficients with exact finite-sample inference, and documented that global efficient weights are very imprecisely estimated (Estimation Risk and Asset Allocation).
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