NDLI: Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation

Content Provider	Scilit
Author	Li, Duan Ng, Wan-Lung
Copyright Year	2000
Description	Journal: Mathematical Finance
Ending Page	406
Starting Page	387
ISSN	2573508X
e-ISSN	14679965
DOI	10.1111/1467-9965.00100
Journal	Mathematical Finance
Issue Number	3
Volume Number	10
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2000-07-01
Access Restriction	Open
Subject Keyword	Journal: Mathematical Finance Operations Research and Management Science Multiperiod Portfolio Selection Multiperiod Mean-variance Formulation Utility Function
Content Type	Text
Resource Type	Article
Subject	Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics

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Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation