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Applied Economics Volume 39, 2007 - Issue 11
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Original Articles

An analysis of mean-variance portfolio selection with varying holding periods

Aydın Ulucan Department of Business Administration, Beytepe Campus, Hacettepe University, 06532 Ankara, Turkey E-mail: [email protected]
Pages 1399-1407 | Published online: 05 Apr 2011

Citations (5)

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Read on this site (3)

Ching-Ping Wang, Hung-Hsi Huang & David G. Jou. (2011) Dynamic portfolio frontier in a mean–variance framework. Applied Financial Economics 21:17, pages 1255-1261.
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Hsin-Hung Chen, Hsien-Tang Tsai & Dennis K. J. Lin. (2011) Optimal mean-variance portfolio selection using Cauchy–Schwarz maximization. Applied Economics 43:21, pages 2795-2801.
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Hung-Hsi Huang & David G. Jou. (2009) Multiperiod dynamic investment for a generalized situation. Applied Financial Economics 19:21, pages 1761-1766.
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Articles from other publishers (2)

T. Manjunatha. (2021) Empirical Testing on Diversification of Indian Stocks for Optimizing Portfolio Risk. Asian Journal of Management, pages 457-462.
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Dima Waleed Hanna Alrabadi. (2016) Portfolio optimization using the generalized reduced gradient nonlinear algorithm. International Journal of Islamic and Middle Eastern Finance and Management 9:4, pages 570-582.
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