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Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark.

Sid Browne
Published in: Finance Stochastics (1999)
Keyphrases
  • moving target
  • motion detection
  • optimal portfolio
  • portfolio selection
  • real time
  • moving target detection
  • video camera
  • online auctions
  • genetic algorithm
  • single image
  • moving camera