Compound-Return Mean-Variance Efficient Portfolios Never Risk Ruin

DOI10.1287/mnsc.22.4.391zbMath0338.90009OpenAlexW2142554847MaRDI QIDQ4105959

Nils H. Hakansson, Bruce L. Miller

Publication date: 1976

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.22.4.391

Mathematics Subject Classification ID

Decision theory (91B06)

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