Compound-return mean-variance efficient portfolios never risk ruin
Nils H. Hakansson and Bruce L. Miller
| Year of publication: |
1975
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|---|---|
| Authors: | Hakansson, Nils H. ; Miller, Bruce L. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 22.1975, 4, p. 391-400
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| Subject: | Investitionsrisiko | Investitionsertrag |
| Type of publication: | Article |
|---|---|
| Notes: | mit bibliogr. Angaben Presented as an invited paper at the 20. International Meeting of the Institute of Management Sciences, Tel Aviv, Israel, 24.-29.6.1973 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002595991