Dynamic mean-variance asset allocation

Review of Financial Studies

Volumn 23, Issue 8, 2010, Pages 2970-3016

  Basak, Suleyman ^a   Chabakauri, Georgy ^b  

^a CEPR   (United Kingdom)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77954963823     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhq028     Document Type: Article

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