Date: 2006-11-17 21:29:12Finance Modern portfolio theory Rebalancing investments Diversification Asset allocation Investment management Sharpe ratio Marginal conditional stochastic dominance Portfolio Financial economics Investment Economics | | A Genetic Programming Approach to the Dynamic Portfolio Rebalancing Problem Vijay Karunamurthy E*trade Financial 4500 Bohnannon Dr. Menlo Park, CA 94024Add to Reading ListSource URL: www.genetic-programming.orgDownload Document from Source Website File Size: 222,75 KBShare Document on Facebook
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