The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856)
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scientific article; zbMATH DE number 5882388
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| English | The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies |
scientific article; zbMATH DE number 5882388 |
Statements
The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (English)
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29 April 2011
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portfolio optimization
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duality
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generalized buy-and-hold strategy
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0.7647154927253723
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0.7119631171226501
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0.710335373878479
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0.7051319479942322
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0.6958426237106323
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