Dynamic asset allocation in a mean-variance framework

Management Science

Volumn 44, Issue 11 PART 2, 1998, Pages

  Bajeux Besnainou, Isabelle ^a   Portait, Roland ^a  

^a NONE

Author keywords

Dynamic Strategies; Mean Variance Analysis; Portfolio Selection Model

Indexed keywords

DECISION THEORY; MATHEMATICAL MODELS; RESOURCE ALLOCATION; STATISTICAL METHODS; STRATEGIC PLANNING;

DYNAMIC STRATEGIES; MEAN-VARIANCE ANALYSIS; PORTFOLIO SELECTION MODELS;

RISK MANAGEMENT;

EID: 0032209023     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.44.11.s79     Document Type: Article

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