Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets
From MaRDI portal
Publication:299865
DOI10.1016/j.ejor.2014.01.030zbMath1338.91125MaRDI QIDQ299865
Daniele Bianchi, Massimo Guidolin
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.01.030
91G10: Portfolio theory
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