A Dynamic Mean-Variance Analysis for Log Returns
Management science, 2021-02, Vol.67 (2), p.1093-1108 [Peer Reviewed Journal]COPYRIGHT 2021 Institute for Operations Research and the Management Sciences ;Copyright Institute for Operations Research and the Management Sciences Feb 2021 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.2019.3493
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