"Can long-run dynamic optimal strategies outperform fixed-mix portfolios? ..."

Daniele Bianchi, Massimo Guidolin (2014)

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DOI: 10.1016/J.EJOR.2014.01.030

access: closed

type: Journal Article

metadata version: 2020-02-21

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Daniele Bianchi, Massimo Guidolin:
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets. Eur. J. Oper. Res. 236(1): 160-176 (2014)

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