Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation
| Year of publication: |
2003
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|---|---|
| Authors: | Cesari, Riccardo ; Cremonini, David |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 27.2003, 6, p. 987-1012
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