Dynamic mean-variance asset allocation

Journal

Review of Financial Studies

Subject

Finance

Publishing details

Review of Financial Studies 2010 Vol 23:8 p 2970-3016

Authors / Editors

Basak S; Chabakauri G

Biographies

Basak S

Publication Year

2010

Publication Notes

This article previously appeared in the IFA Working Paper Series FIN 484

Publication Research Centre

Institute of Finance and Accounting