Hakansson Nils H.

Nils H. Hakansson

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Found 1 papers in total
On the use of mean-variance and quadratic approximations in implementing dynamic investment strategies: A comparision of returns and investment policies
On the use of mean-variance and quadratic approximations in implementing dynamic investment strategies: A comparision of returns and investment policies
1993
This paper compares two approximation schemes for calculating the optimal portfolios...
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