Compound-Return Mean-Variance Efficient Portfolios Never Risk Ruin
Published Online:1 Dec 1975https://doi.org/10.1287/mnsc.22.4.391
Supplemental Material
mnsc.22.4.391-sm-ec.pdf (84 KB)
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Volume 22, Issue 4
December 1975
Pages 391-507
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- Published Online:December 01, 1975
© 1975 INFORMS
Cite as
Nils H. Hakansson, Bruce L. Miller, (1975) Compound-Return Mean-Variance Efficient Portfolios Never Risk Ruin. Management Science 22(4):391-400.
https://doi.org/10.1287/mnsc.22.4.391
