Do constraints improve portfolio performance?

Journal of Banking and Finance

Volumn 24, Issue 8, 2000, Pages 1253-1274

  Grauer, Robert R ^a   Shen, Frederick C ^b  

^a SIMON FRASER UNIVERSITY   (Canada)

^b Manulife Financial   (Canada)

Author keywords

G11; Multiperiod power utility asset allocation

Indexed keywords

EID: 0042916096     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00069-2     Document Type: Article

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