A Paradox of the Mean Variance Setting for the Long Term Investor

DOI10.1007/978-3-319-00669-7_5zbMath1296.91252OpenAlexW124063522MaRDI QIDQ4979401

Abraham Lioui

Publication date: 20 June 2014

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-00669-7_5

zbMATH Keywords

mean variancedynamic portfolio choice

Mathematics Subject Classification ID

Dynamic programming (90C39) Portfolio theory (91G10)

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