Dynamic portfolio management with views at multiple horizons (Q668857): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2015.11.009
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@@ Property / OpenAlex ID @@
+W3123640723
@@ Property / OpenAlex ID: W3123640723 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimum-Relative-Entropy Calibration of Asset-Pricing Models
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@@ Property / cites work @@
+Elements of Information Theory
@@ Property / cites work: Elements of Information Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
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@@ Property / cites work @@
+No-dynamic-arbitrage and market impact
@@ Property / cites work: No-dynamic-arbitrage and market impact / rank @@
+Normal rank
@@ Property / cites work @@
+Robust risk measurement and model risk
@@ Property / cites work: Robust risk measurement and model risk / rank @@
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@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank