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"On horizon-consistent mean-variance portfolio allocation."

Simone Cerreia-Vioglio et al. (2024)

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DOI: 10.1007/S10479-022-04798-X

access: closed

type: Journal Article

metadata version: 2024-05-31

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Simone Cerreia-Vioglio, Fulvio Ortu, Francesco Rotondi, Federico Severino:
On horizon-consistent mean-variance portfolio allocation. Ann. Oper. Res. 336(1-2): 797-828 (2024)

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