Market Timing Strategy in Dynamic Portfolio Selection: A...

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Market Timing Strategy in Dynamic Portfolio Selection: A Mean-Variance Formulation

Gao, Jianjun, Li, Duan, Cui, Xiangyu, Wang, Shouyang
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Year:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2015580
File:
PDF, 313 KB
english, 2012
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