Dynamic portfolio selection by augmenting the asset space

Journal of Finance

Volumn 61, Issue 5, 2006, Pages 2187-2217

  Brandt, Michael W ^a,b   Santa Clara, Pedro ^b,c  

^a DUKE UNIVERSITY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748774136     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2006.01055.x     Document Type: Article

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