A theoretical investigation of randomized asset allocation strategies
Moshe Arye Milevsky and Steven E. Posner
| Year of publication: |
1998
|
|---|---|
| Authors: | Milevsky, Moshe Arye |
| Other Persons: | Posner, Steven E. (contributor) |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 5.1998, 2, p. 117-130
|
| Subject: | Randomized Bernoulli Strategy | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001245477