A simple procedure to incorporate predictive models in a continuous time asset allocation
- 期刊名称Quantitative Finance Letters
- 作者Davis, Mark; Lleo, Sébastien
- 卷第4卷
- 期第1期
- 印刷ISSN2164-9502
- 电子ISSN2164-9510
- 文件大小747.18KB
- 发表时间2016-01
- DOI10.1080/21649502.2015.1165906
- 页码40-46
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