Advanced search
Publication Cover
Quantitative Finance Volume 17, 2017 - Issue 11
Submit an article Journal homepage
210
Views
0
CrossRef citations to date
0
Altmetric
Features

‘To have what they are having’: portfolio choice for mimicking mean–variance savers

Vasyl GolosnoyFaculty of Management and Economics, Ruhr-Universität Bochum, Universitätsstraße 150, D44780Bochum, Germany.Correspondence[email protected]
View further author information
&
Nestor ParolyaInstitut für Statistik, Leibniz Universität Hannover, Königsworther Platz 1, 30167Hannover, Germany.View further author information
Pages 1645-1653 | Received 22 Jan 2016, Accepted 24 Feb 2017, Published online: 12 Apr 2017
 
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days
Click to increase image sizeClick to decrease image sizeFree first page

Acknowledgements

Vasyl Golosnoy gratefully acknowledges the support by the Collaborative Research Center ‘Statistical modelling of nonlinear dynamic processes’ (SFB 823, Teilprojekt A1) of the German Research Foundation (DFG).

Notes

No potential conflict of interest was reported by the authors.

1 We differentiate in notation between a portfolio composition and the optimal portfolio composition .

Additional information

Funding

This work was supported by the German Research Foundation (DFG) [SFB 823, Teilprojekt A1].

Log in via your institution

Access through your institution

Log in to Taylor & Francis Online

Restore content access

Restore content access for purchases made as guest
Purchase options * Save for later

PDF download + Online access

  • 48 hours access to article PDF & online version
  • Article PDF can be downloaded
  • Article PDF can be printed
USD 53.00 Add to cart

Issue Purchase

  • 30 days online access to complete issue
  • Article PDFs can be downloaded
  • Article PDFs can be printed
USD 691.00 Add to cart

* Local tax will be added as applicable

Related Research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.