Dynamic portfolio selection by augmenting the asset space
Article Abstract:
A novel approach for dynamic portfolio selection is presented. The proposed method, which is similar to Markowitz paradigm, mechanically manages and optimizes portfolios.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2006
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2006
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Risk reduction in large portfolios: why imposing the wrong constraints helps
Article Abstract:
The importance of the imposition of investment management constraints on risk reduction in large US portfolios is provided.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
Legal issues & crime, Government regulation (cont), Government regulation, Legal/Government Regulation, Laws, regulations and rules, Short selling
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
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Dynamic asset allocation with event risk
Article Abstract:
The influence of stock price volatility upon investor behavior is analyzed.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
Evaluation, Economic aspects, Behavior, Investments, Investors, Securities trading, Current events
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
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Subjects list: Research, Methods, United States, Portfolio management
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