Static Mean-Variance Analysis with Uncertain Time Horizon
Year of publication: |
2006
|
---|---|
Authors: | Martellini, Lionel ; Branko Uroševi\'{c} |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 52.2006, 6, p. 955-964
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | portfolio selection | uncertain time horizon | mean-variance analysis |
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