Dynamic mean-variance asset allocation

Basak, S and Chabakauri, G (2010) Dynamic mean-variance asset allocation. Review of Financial Studies, 23 (8). pp. 2970-3016. ISSN 1465-7368

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Item Type: Article
Subject Areas: Finance
Date Deposited: 17 May 2016 12:24
Last Modified: 18 Jul 2018 16:03
URI: http://lbsresearch.london.edu/id/eprint/421
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