Beating a moving target : optimal portfolio strategies for outperforming a stochastic benchmark
Sid Browne
| Year of publication: |
1999
|
|---|---|
| Authors: | Browne, Sid |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 3.1999, 3, p. 275-294
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| Subject: | Portfolio-Management | Portfolio selection | Benchmarking | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001389104