Power-Log Optimization vs. Mean-Variance Optimization for Different Investment Horizons
SMC Affiliated Work
1
Status
Faculty
School
School of Economics and Business Administration
Department
Finance
Document Type
Proceeding
Publication Date
1-1-2010
Publication / Conference / Sponsorship
Western Decision Sciences Institute
Disciplines
Business | Economics
Original Citation
Kale, J. (2010). Power-Log Optimization vs. Mean-Variance Optimization for Different Investment Horizons. Proceedings of the Thirty-Ninth Annual Meeting of the Western Decision Sciences Institute
Repository Citation
Kale, Jivendra. Power-Log Optimization vs. Mean-Variance Optimization for Different Investment Horizons (2010). Western Decision Sciences Institute. [proceeding]. https://digitalcommons.stmarys-ca.edu/school-economics-business-faculty-works/249
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