Efficient gradualism in intertemporal portfolios.

DOI10.1016/S0165-1889(98)00066-9zbMath1033.91012MaRDI QIDQ1605703

Ronald J. Balvers, Douglas W. Mitchell

Publication date: 23 July 2002

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items (1)

An analysis of dollar cost averaging and market timing investment strategies

Cites Work

• Unnamed Item
• A characterization of the distributions that imply mean-variance utility functions
• Autocorrelated Returns and Optimal Intertemporal Portfolio Choice

This page was built for publication: Efficient gradualism in intertemporal portfolios.