Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669): Difference between revisions

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+Dynamic Asset Allocation in a Mean-Variance Framework
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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+Q4828653
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+Q4039796
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+Continuous-time portfolio optimization under terminal wealth constraints
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market
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+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
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+Optimum consumption and portfolio rules in a continuous-time model
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+Termination Risk, Multiple Managers and Mutual Fund Tournaments
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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