An integrated stock-bond portfolio optimization model

Journal of Economic Dynamics and Control

Volumn 21, Issue 8-9, 1997, Pages 1427-1444

  Konno, Hiroshi ^a   Kobayashi, Katsunari ^a  

^a TOKYO INSTITUTE OF TECHNOLOGY   (Japan)

Author keywords

Asset allocation; Portfolio choice; Stock bond model: Mean absolute deviation model

Indexed keywords

EID: 0031590033     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00033-x     Document Type: Article

References (16)

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