Compound-Return Mean-Variance Efficient Portfolios Never Risk Ruin
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Publication:4105959
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
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