On efficiency of mean–variance based portfolio selection in defined contribution pension schemes
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2012.708778
Reference51 articles.
1. Dynamic Asset Allocation in a Mean-Variance Framework
2. Dynamic Mean-Variance Asset Allocation
3. Optimal pension management in a stochastic framework
4. CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
5. Arbitrage Theory in Continuous Time
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