Understanding Dynamic Mean Variance Asset Allocation

European Journal of Operational Research, Volume 254, Issue 1, 1 October 2016, Pages 320-337

Author(s):

Abraham Lioui

EDHEC Business School

Patrice Poncet

ESSEC Business School

European Journal of Operational Research, Volume 254, Issue 1, 1 October 2016, Pages 320-337

Type: Academic publication
Date: le 01/10/2016
Research Cluster : Finance
Source : European Journal of Operational Research

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