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"A Dynamic Mean-Variance Analysis for Log Returns."

Min Dai et al. (2021)

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DOI: 10.1287/MNSC.2019.3493

access: closed

type: Journal Article

metadata version: 2021-10-14

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  dblp key:
  - journals/mansci/DaiJKX21
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Min Dai, Hanqing Jin, Steven Kou, Yuhong Xu:
A Dynamic Mean-Variance Analysis for Log Returns. Manag. Sci. 67(2): 1093-1108 (2021)

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