• Title of article

    Dynamic asset allocation with mean variance preferences and a solvency constraint

  • Author/Authors

    Pascal Nguyen، نويسنده , , Roland Portait، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    22
  • From page
    11
  • To page
    32
  • Keywords
    Dynamic asset allocation , Solvency constraint , Portfolio patterns , Mean-variance e$ciency
  • Journal title
    Journal of Economic Dynamics and Control
  • Serial Year
    2002
  • Journal title
    Journal of Economic Dynamics and Control
  • Record number

    238026

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=238026