Dynamic portfolio selection by augmenting the asset space
Year of publication: |
2006
|
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Authors: | Brandt, Michael W. ; Santa-Clara, Pedro |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 61.2006, 5, p. 2187-2217
|
Subject: | Portfolio-Management | Portfolio selection | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory |
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