Dynamic asset allocation under mispricing, predictability and portable alpha
Year of publication: |
2010
|
---|---|
Authors: | Kang, Hyoung Goo |
Published in: |
International studies review. - Seoul : [Verlag nicht ermittelbar], ISSN 1226-8240, ZDB-ID 2038842-1. - Vol. 11.2010, 1, p. 73-101
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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