Mean-variance versus target-return investment strategies.: An article from: Mid-Atlantic Journal of Business

This digital document is an article from Mid-Atlantic Journal of Business, published by Stillman School of Business on June 1, 1994. The length of the article is 3523 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

From the supplier: A comparative analysis of the composition and performance of investor portfolios whose portfolio objective is to maximize returns and mean-variance portfolios is presented. The study revealed that mean-variance portfolio selection models may not be an appropriate tool for investors who view the risk of a security based on its probability of earning returns that are less than the target level.

Citation Details
Title: Mean-variance versus target-return investment strategies.
Author: Michael Tucker
Publication:Mid-Atlantic Journal of Business (Refereed)
Date: June 1, 1994
Publisher: Stillman School of Business
Volume: v30 Issue: n2 Page: p187(10)

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