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Finance / 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 94024
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Document Date: 2006-11-17 21:29:12

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retail stocks / finance / computational finance / optimum solution / search space / /

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