Mixed time scale strategy in portfolio management
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References listed on IDEAS
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Zemke, Stefan, 1999. "Nonlinear index prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 269(1), pages 177-183.
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KeywordsPortfolio management; Mean variance analysis; Risk control; Trading strategy;
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