Pages that link to "Item:Q299865"

The following pages link to Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865):

Displaying 3 items.

• Long-run wavelet-based correlation for financial time series (Q724160) (← links)
• Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
• Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)