The major problem with the Markowitz model is its:
A) lack of accuracy.
B) predictability flaws.
C) complexity.
D) inability to handle large number of inputs.

Question

Quizplus · Accepted Answer

The Markowitz model, also known as the mean-variance optimization model, is complex due to the need to calculate the covariance between every pair of assets, which becomes computationally intensive as the number of assets increases.

The Major Problem with the Markowitz Model Is Its