Brandt, Michael W. (contributor); … - 2004 - rev.
The Rodney L. White Center for Financial Research
Dynamic Portfolio Selection by … Portfolio Selection
by Augmenting the Asset Space∗
Michael W. Brandt Pedro Santa-Clara
Fuqua School of Business Anderson School … approach to dynamic portfolio selection that is no
more difficult to implement than the static Markowitz model. The idea
is to …