%0 Journal Article %A Peter A. Frost %A James E. Savarino %T Portfolio size and estimation risk %D 1986 %R 10.3905/jpm.1986.409070 %J The Journal of Portfolio Management %P 60-64 %V 12 %N 4 %U https://jpm.pm-research.com/content/iijpormgmt/12/4/60.full.pdf