Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets
Year of publication: |
2014
|
---|---|
Authors: | Bianchi, Daniele ; Guidolin, Massimo |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 236.2014, 1, p. 160-176
|
Publisher: |
Elsevier |
Subject: | Finance | Investment analysis | Portfolio choice | Predictability |
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