On the Use of Mean-Variance and Quadratic Approximations in Implementing Dynamic Investment Strategies: A Comparison of Returns and Investment Policies
Year of publication: |
1993
|
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Authors: | Grauer, Robert R. ; Hakansson, Nils H. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 39.1993, 7, p. 856-871
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | dynamic investment | mean-variance analysis | asset allocation | investment management |
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