Optimal mean-variance portfolio selection

Jesper Lund Pedersen, Goran Peskir

Research output: Contribution to journalJournal articleResearchpeer-review

49 Citations (Scopus)
341 Downloads (Pure)
Original languageEnglish
JournalMathematics and Financial Economics
Volume11
Issue number2
Pages (from-to)137–160
ISSN1862-9679
DOIs
Publication statusPublished - 2017

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