%0 Journal Article
%T Switch-When-Safe Multiperiod Mean-Variance Strategies
%A Rene Ferland
%A Francois Watier
%J International Journal of Statistics and Probability
%D 2013
%I 
%R 10.5539/ijsp.v2n2p59
%X In this work, we study the goal-achieving probabilities of a multiperiod mean-variance financial strategy under a emph{switch-when-safe} stopping time rule. This stopping time is defined as the first moment, if it occurs, where the investor's cumulative wealth, at this point, can be safely reinvested in a simple bank account in order to meet his financial objective at the end of the investment horizon.
%U http://www.ccsenet.org/journal/index.php/ijsp/article/view/24061