Review: Mixed-asset portfolio allocation under mean-reverting asset returns

Ryle S. Perera

Research output: Contribution to journalReview article

Abstract

Review of : Amédée-Manesme, C. O., Barthélémy, F., Bertrand, P., & Prigent, J. L. (2019). Mixed-asset portfolio allocation under mean-reverting asset returns. Annals of Operations Research, 281(1-2), 65-98.
Original languageEnglish
Article numberMR4013942
Number of pages1
JournalMathematical Reviews
Publication statusPublished - 2020

Fingerprint

Dive into the research topics of 'Review: Mixed-asset portfolio allocation under mean-reverting asset returns'. Together they form a unique fingerprint.

Cite this