Compound-Return Mean-Variance Efficient Portfolios Never Risk Ruin

DOI10.1287/MNSC.22.4.391MaRDI QIDQ4105959zbMATH OpenOpenAlexFDO

Authors 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)

Cited in

(2)

• Capital accumulation and the optimization of renewable resource models
• A counterexample to the \textit{Fortune's formula} investing method

This page was built for publication: Compound-Return Mean-Variance Efficient Portfolios Never Risk Ruin

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4105959)