Open AccessOutperformance Testing of a Dynamic Assets Portfolio Selection Supplemented with a Continuous Paths Levy Process
Author(s) -
Mohammad Feghhi Kashani,
Ahmadreza Mohebimajd
Publication year - 2021
Publication title -
journal of money and economy
Language(s) - English
Resource type - Journals
eISSN - 2588-7114
pISSN - 1735-1057
DOI - 10.52547/jme.16.2.253
Subject(s) - portfolio , selection (genetic algorithm) , lévy process , process (computing) , economics , econometrics , computer science , financial economics , mathematics , statistics , artificial intelligence , operating system
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