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In this paper, we attempt to introduce the Bellman principle for a discretetime multi-period mean-variance model. Based on this new take on the Bellmanprinciple, we obtain a dynamic time-consistent optimal strategy and relatedefficient frontier. Furthermore, we develop a varying investment perioddiscrete time multi-period mean-variance model and obtain a related dynamicoptimal strategy and an optimal investment period. This paper compares thehighlighted dynamic optimal strategies of this study with the 1/n equalitystrategy, and shows that we can secure a higher return with a smaller riskbased on the dynamic optimal strategies.

Discrete time multi-period mean-variance model: Bellman type strategy and Empirical analysis