On the Use of Mean-variance and Quadratic Approximations in Implementing Dynamic Investment Strategies: A Comparison of Returns and Investment Policies
| Year of publication: |
1993
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| Authors: | Grauer, Robert R. ; Hakansson, Nils H. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 39.1993, 7, p. 856-871
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