Dynamic Portfolio Selection by Augmenting the Asset Space
收藏数据链接：
官方服务：
资源简介：
We present a novel approach to dynamic portfolio selection that is no more difficult to implement than the static Markowitz model. The idea is to expand the asset space to include simple (mechanically) managed portfolios and compute the optimal static portfolio in this extended asset space. The
提供机构：
美国国家经济研究局创建时间：
2004-03-01
