Open AccessA Dynamic Mean-Variance Analysis for Log Returns
Author(s) -
Min Dai,
Hanqing Jin,
Steven Kou,
Yuhong Xu
Publication year - 2018
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3437268
Subject(s) - economics , portfolio , econometrics , variance (accounting) , stock (firearms) , maximization , investment (military) , utility maximization , replicating portfolio , financial economics , stock market , portfolio optimization , actuarial science , microeconomics , mathematical economics , accounting , mechanical engineering , paleontology , horse , politics , political science , law , engineering , biology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom