A Unified Approach to Dynamic Mean-Variance Analysis in Discrete and Continuous Time

Paul A. Bekker, Kees E. Bouwman

Research output: Working paperAcademic

220 Downloads (Pure)
Original languageEnglish
Place of PublicationGroningen
PublisherUniversity of Groningen, SOM research school
Number of pages38
Publication statusPublished - 2017

Publication series

NameSOM Research Report
No.2017-008-EEF

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