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Multi-Period Mean-Variance Analysis: Toward A General Theory of Portfolio Choice

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Hakansson, Nils H
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 26 (1971)
Issue (Month): 4 (September)
Pages: 857-84
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Handle: RePEc:bla:jfinan:v:26:y:1971:i:4:p:857-84

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  1. Guido Caldarelli & M. Piccioni & E. Sciubba, 2000. "A Numerical Study On The Evolution Of Portfolio Rules," Computing in Economics and Finance 2000 334, Society for Computational Economics. [Downloadable!]
  2. Estada, Javier, 2003. "Mean-semivariance behavior: An alternative behavioral model," IESE Research Papers D/492, IESE Business School. [Downloadable!]
  3. Sciubba, E., 1999. "The Evolution of Portfolio Rules and the Capital Asset Pricing Model," Cambridge Working Papers in Economics 9909, Faculty of Economics, University of Cambridge. [Downloadable!]
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  4. Eckhard Platen, 2005. "Investments for the Short and Long Run," Research Paper Series 163, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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