Publisher： John Wiley & Sons Inc
E-ISSN： 1540-6261|22-1082|1|1-49
ISSN： 0022-1082
Source： THE JOURNAL OF FINANCE, Vol.22-1082, Iss.1, 2014-02, pp. : 1-49
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
A Mean‐Variance Benchmark for Intertemporal Portfolio Theory
THE JOURNAL OF FINANCE, Vol. 69, Iss. 1, 2014-02 ,pp. :
Access to resources
Recommend
An analysis of mean-variance portfolio selection with varying holding periods
By Ulucan Aydın
Applied Economics, Vol. 39, Iss. 11, 2007-06 ,pp. :
Mean-variance analysis in temporary equilibrium
Research in Economics, Vol. 55, Iss. 3, 2001-09 ,pp. :
Is mean-variance analysis applicable to hedge funds?
Economics Letters, Vol. 62, Iss. 1, 1999-01 ,pp. :