Beating a moving target: Optimal portfolio strategies for...

Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark

Sid Browne
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Volume:
3
Language:
english
Pages:
20
Journal:
Finance and Stochastics
DOI:
10.1007/s007800050063
Date:
May, 1999
File:
PDF, 128 KB
english, 1999
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