Continuously Rebalanced Investment Strategies
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Bibliographic InfoPaper provided by University of California at Berkeley in its series Research Program in Finance Working Papers with number RPF-205.
Date of creation: 01 Jan 1991
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- Thorsten Hens & Klaus Reiner Schenk-Hoppé, .
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- Moshe Arye Milevsky & Steven Posner, 1998. "A theoretical investigation of randomized asset allocation strategies," Applied Mathematical Finance, Taylor & Francis Journals, vol. 5(2), pages 117-130.
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