Fixed-mix rules in an evolutionary market using a factor model for dividends (Q3225028)
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scientific article; zbMATH DE number 6014431
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| English | Fixed-mix rules in an evolutionary market using a factor model for dividends |
scientific article; zbMATH DE number 6014431 |
Statements
FIXED-MIX RULES IN AN EVOLUTIONARY MARKET USING A FACTOR MODEL FOR DIVIDENDS (English)
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13 March 2012
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dividend factor model
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principal components analysis
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constant-proportions investment strategies
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evolutionary portfolio theory
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excess volatility
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0.7259505987167358
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0.7244229912757874
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0.7181094884872437
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0.7144080400466919
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0.7131644487380981
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