A dynamic mean-variance analysis for log returns

Min Dai, Hanqing Jin, Steven Kou, Yuhong Xu

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)1093-1108
Number of pages16
JournalManagement Science
Volume67
Issue number2
DOIs
Publication statusPublished - 1 Apr 2021

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