Dynamic portfolio selection by augmenting the asset space
Michael W. Brandt and Pedro Santa-Clara
| Year of publication: |
2006
|
|---|---|
| Authors: | Brandt, Michael W. ; Santa-Clara, Pedro |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 61.2006, 5, p. 2187-2217
|
| Subject: | Portfolio-Management | Portfolio selection | Dynamische Wirtschaftstheorie | Economic dynamics | 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://www.econbiz.de/10003378702