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Directory UMM :Data Elmu:jurnal:J-a:Journal Of Economic Dynamics And Control:Vol24.Issue8.Jul2000:

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Fig. 1. Rho(theta) for selected mean return sensitivities.
Fig. 2. Growth rate versus theta for selected mean return sensitivities.
Table 1Constant proportion strategies for US data
Fig. 4. Mean return versus volatility for US data.
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Directory UMM :Data Elmu:jurnal:J-a:Journal Of Economic Dynamics And Control:Vol24.Issue8.Jul2000:

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