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Competition in Portfolio Management: Theory and Experiment.

Elena AsparouhovaPeter BossaertsJernej CopicBrad CornellJaksa CvitanicDebrah Meloso
Published in: Manag. Sci. (2015)
Keyphrases
  • portfolio management
  • portfolio selection
  • portfolio optimization
  • financial data
  • transaction costs
  • genetic algorithm
  • long term
  • decision makers
  • non stationary
  • theoretical framework