Work

Multi‐period Mean‐variance Analysis: Toward a General Theory of Portfolio Choice*

Year: 1971

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1971.tb00924.x

Author: Nils H. Hakansson

Institution: University of California, Berkeley

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1998473557

FWCI: 10.41

Cites: 40

Cited by: 211

Related to: 10