"Beating a moving target: Optimal portfolio strategies for outperforming a ..."

Sid Browne (1999)

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DOI: 10.1007/S007800050063

access: closed

type: Journal Article

metadata version: 2020-07-22

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Sid Browne:
Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark. Finance Stochastics 3(3): 275-294 (1999)

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