scholarly journals Estimation of Portfolio-Balance Functions that are Mean-Variance Optimizing : The Mark and the Dollar

1981 ◽  
Vol 1981 (188) ◽  
pp. 1-31
Author(s):  
Jeffrey A. Frankel ◽  
Keyword(s):  
Portfolio Balance ◽  
Balance Functions ◽  
Mean Variance

Dynamic Mean–Variance Asset Allocation

CFA Digest ◽  
2010 ◽  
Vol 40 (4) ◽  
pp. 47-49
Author(s):  
Johann U. de Villiers
Keyword(s):  
Asset Allocation ◽  
Mean Variance

Dynamic mean-variance portfolio analysis under model risk

2009 ◽  
Vol 12 (4) ◽  
pp. 91-115 ◽  
Author(s):  
Daniel Kuhn ◽  
Panos Parpas ◽  
Berç Rustem ◽  
Raquel Fonseca
Keyword(s):  
Portfolio Analysis ◽  
Model Risk ◽  
Mean Variance Portfolio ◽  
Mean Variance
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