مرکز منطقه ای اطلاع رساني علوم و فناوري - Dynamic asset allocation with mean variance preferences and a solvency constraint

Title of article :

Dynamic asset allocation with mean variance preferences and a solvency constraint

Author/Authors :

Pascal Nguyen، نويسنده , , Roland Portait، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

To page :

Keywords :

Dynamic asset allocation , Solvency constraint , Portfolio patterns , Mean-variance e$ciency

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2002

Journal title :

Journal of Economic Dynamics and Control

Record number :

238026

Link To Document :