A Mean-Variance Benchmark for Intertemporal Portfolio Theory

Material TypeArticleLanguageEnglish
TitleA Mean-Variance Benchmark for Intertemporal Portfolio Theory Author(S)JOHN H. COCHRANE (Author)
Abstract  Mean-variance portfolio theory can apply to streams of payoffs such as dividends following an initial investment. This description is useful when returns are not independent over time and investors have nonmarketed income. ...Paginationp 1–49
SubjectEconomicsDescriptorsEconomics
Journal TitleThe Journal of Finance  
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