Digital portfolio theory

DOI10.1023/A:1014824005585zbMATH Open0999.91030OpenAlexW1589314636MaRDI QIDQ1610293FDOQ1610293

Authors: C. Kenneth Jones 

Publication date: 19 August 2002

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014824005585

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zbMATH Keywords

portfolio optimizationportfolio theorydigital signal processingcalendar anomalies

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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