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Journal of the Operational Research Society : OR
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Developing a
dynamic
portfolio
selection
model
with a self-adjusted rebalancing method
Jung, Jongbin
;
Kim, Seongmoon
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
7
,
pp. 766-779
Persistent link: https://www.econbiz.de/10011775760
Saved in:
2
An adaptively managed
dynamic
portfolio
selection
model
using a time-varying investment target according to the market forecast
Jung, Jongbin
;
Kim, Seongmoon
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
7
,
pp. 1115-1131
Persistent link: https://www.econbiz.de/10011403704
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