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Dynamic Portfolio Selection by Augmenting the Asset Space
AuthID
P-00H-W6F
2
Author(s)
BRANDT, MW
·
SANTA-CLARA, P
Document Type
Article
Year published
2006
Published
in
The Journal of Finance,
ISSN: 0022-1082
Volume: 61, Issue: 5, Pages: 2187-2217
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DOI
:
10.1111/j.1540-6261.2006.01055.x
Source Identifiers
ISSN
: 0022-1082
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