Open AccessA Mean-Variance Benchmark for Intertemporal Portfolio Theory
Author(s) -
John H. Cochrane
Publication year - 2013
Language(s) - English
Resource type - Reports
DOI - 10.3386/w18768
Subject(s) - benchmark (surveying) , portfolio , modern portfolio theory , variance (accounting) , econometrics , economics , computer science , financial economics , geography , cartography , accounting