"An adaptively managed dynamic portfolio selection model using a ..."

Jongbin Jung, Seongmoon Kim (2015)

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DOI: 10.1057/JORS.2014.72

access: closed

type: Journal Article

metadata version: 2020-06-08

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Jongbin Jung, Seongmoon Kim:
An adaptively managed dynamic portfolio selection model using a time-varying investment target according to the market forecast. J. Oper. Res. Soc. 66(7): 1115-1131 (2015)

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