Dynamic portfolio frontier in a mean–variance framework-Reference-Cited by-同舟云学术

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Dynamic portfolio frontier in a mean–variance framework

Published:2011-05-19 Issue:17 Volume:21 Page:1255-1261
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Wang Ching-Ping¹,Huang Hung-Hsi²,Jou David G.³

Affiliation:

1. a Graduate Institute of Finance, Economics, and Business Decision, National Kaohsiung University of Applied Sciences , Kaohsiung City, Taiwan

2. b Department of Banking and Finance , National Chiayi University , Chiayi City, Taiwan

3. c Hontai Life Insurance Co., Ltd. , 4th Fl.,156, Minsheng E. Rd. Sec.3, Taipei 110, Taiwan

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/09603107.2011.568394

Reference13 articles.

1. Performance of the efficient frontier in an emerging market setting

2. Dynamic Asset Allocation in a Mean-Variance Framework

3. Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns

4. Optimal consumption and portfolio policies when asset prices follow a diffusion process

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1. A learning-based strategy for portfolio selection;International Review of Economics & Finance;2021-01

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