Multi-Period Mean-Variance Analysis: Toward a General Theory of Portfolio Choice

• 1 September 1971
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 26  (4) , 857
• https://doi.org/10.2307/2325237

Abstract

Keywords

• PORTFOLIO CHOICE
• VARIANCE ANALYSIS
• MULTI PERIOD
• THEORY OF PORTFOLIO
• GENERAL THEORY
• PERIOD MEAN
• MEAN VARIANCE