Market Timing Strategy in Dynamic Portfolio Selection: A Mean-Variance Formulation
Gao, Jianjun, Li, Duan, Cui, Xiangyu, Wang, ShouyangYear:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2015580
File:
PDF, 313 KB
english, 2012