A comparison of growth optimal and mean variance investment policies

Authors
Grauer, Robert R.
Citation
. Grauer, Robert R., A comparison of growth optimal and mean variance investment policies, Journal of financial and quantitative analysis , 16(1), 1981, pp. 1-21
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
16
Issue
1
Year of publication
1981
Pages
1 - 21
Database
ACNP
SICI code