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"A Mean-Variance Analysis of Self-Financing Portfolios."

Bob Korkie, Harry J. Turtle (2002)

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DOI: 10.1287/MNSC.48.3.427.7725

access: closed

type: Journal Article

metadata version: 2023-08-28

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  - journals/mansci/KorkieT02
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Bob Korkie, Harry J. Turtle:
A Mean-Variance Analysis of Self-Financing Portfolios. Manag. Sci. 48(3): 427-443 (2002)

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