An adaptively managed dynamic portfolio selection model using a time-varying investment target according to the market forecast
Jongbin Jung and Seongmoon Kim
| Year of publication: |
2015
|
|---|---|
| Authors: | Jung, Jongbin ; Kim, Seongmoon |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 66.2015, 7, p. 1115-1131
|
| Subject: | adaptive investment strategy | dynamic portfolio selection model | portfolio rebalancing | mean-variance portfolio selection | non-linear programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10011403704