A Mean-Variance Benchmark for Intertemporal Portfolio Theory
收藏NBER2013-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18768
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资源简介：
Mean-variance portfolio theory can apply to the streams of payoffs such as dividends following an initial investment, in place of one-period returns. This description is especially useful when returns are not independent over time and investors have non-marketed income. Investors hedge their outside
提供机构：
美国国家经济研究局
创建时间：
2013-02-01
