Can long-run dynamic optimal strategies outperform fixed-mix portfolios? : evidence from multiple data sets
Daniele Bianchi; Massimo Guidolin
| Year of publication: |
2014
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|---|---|
| Authors: | Bianchi, Daniele ; Guidolin, Massimo |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 236.2014, 1 (1.7.), p. 160-176
|
| Subject: | Finance | Investment analysis | Portfolio choice | Predictability | Portfolio-Management | Portfolio selection | Theorie | Theory | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Kapitalanlage | Financial investment | Prognoseverfahren | Forecasting model |
| 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/10010361755