Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2014.01.030 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121606173 / rank | |||
Normal rank | |||
Revision as of 01:37, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets |
scientific article |
Statements
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (English)
0 references
23 June 2016
0 references
finance
0 references
investment analysis
0 references
portfolio choice
0 references
predictability
0 references
