Dynamic portfolio selection by augmenting the asset space:
Saved in:
Bibliographic Details
Main Authors: Brandt, Michael W. (Author), Santa-Clara, Pedro (Author)
Format: Book
Language:English
Published: Cambridge, Mass. National Bureau of Economic Research 2004
Series:National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10372
Subjects:
Links:http://papers.nber.org/papers/w10372.pdf
Physical Description:32, [5] S. graph. Darst.