Dynamic Portfolio Selection with Factors
A new system of factor models, which considers both return and risk, has been introduced and has shown superior performance in predicting future investment prospects compared to standard policies.
Featured in No. 66 on 18 Sep 2024 · on release day
- Released
- 18 Sep 2024
- First featured
- No. 66 · 18 Sep 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 15
- Identifier
- RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001155
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).