Developing new portfolio strategies by aggregation
Year of publication: |
2020
|
---|---|
Authors: | Bonaccolto, Giovanni ; Paterlini, Sandra |
Published in: |
Stochastic optimization: theory and applications. - New York, NY, USA : Springer. - 2020, p. 933-971
|
Subject: | Portfolio optimization | Asset allocation | Aggregation of strategies | Performance evaluation | Portfolio-Management | Portfolio selection | Aggregation | Theorie | Theory |
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