Open AccessDynamic Portfolio Selection by Augmenting the Asset Space
Author(s) -
Michael W. Brandt,
Pedro Santa-Clara
Publication year - 2004
Language(s) - English
Resource type - Reports
DOI - 10.3386/w10372
Subject(s) - portfolio , selection (genetic algorithm) , asset (computer security) , space (punctuation) , computer science , economics , financial economics , artificial intelligence , computer security , operating system