Outperformance and tracking : dynamic asset allocation for active and passive portfolio management
Ali Al-Aradi and Sebastian Jaimungal
| Year of publication: |
2018
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|---|---|
| Authors: | Al-Aradi, Ali ; Jaimungal, Sebastian |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 25.2018, 3/4, p. 268-294
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| Subject: | Active portfolio management | stochastic portfolio theory | stochastic control | portfolio selection | growth optimal portfolio | functionally generated portfolios | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Investmentfonds | Investment Fund | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2018.1507751 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012128951