Optimal Asset Allocation for Outperforming a Stochastic Benchmark Target
Year of publication: |
2020
|
---|---|
Authors: | Ni, Chendi |
Other Persons: | Li, Yuying (contributor) ; Forsyth, Peter (contributor) ; Carroll, Ray (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Benchmarking | Stochastischer Prozess | Stochastic process | Theorie | Theory |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 4, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3619332 [DOI] |
Classification: | G11 - Portfolio Choice ; C45 - Neural Networks and Related Topics |
Source: | ECONIS - Online Catalogue of the ZBW |
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