Basak, S and Chabakauri, G (2010) Dynamic mean-variance asset allocation. Review of Financial Studies, 23 (8). pp. 2970-3016. ISSN 0893-9454
Official URL: http://rfs.oxfordjournals.org/lookup/doi/10.1093/r...
More Details
Item Type: | Article |
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Subject Areas: | Finance |
Date Deposited: | 17 May 2016 12:24 |
Last Modified: | 31 Oct 2024 01:48 |
URI: | https://lbsresearch.london.edu/id/eprint/421 |