Multi-horizon Markowitz portfolio performance appraisals: A general approach☆

W Briec and K Kerstens
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W Briec: UPVD - Université de Perpignan Via Domitia

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Date: 2009-02
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Published in Omega, 2009, 37 (1), pp.50-62. ⟨10.1016/j.omega.2006.07.007⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05623626

DOI: 10.1016/j.omega.2006.07.007

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