Essays on dynamic asset allocation and performance measures
The present thesis examines two central issues in financial theory, optimal portfolio choice and investment performance evaluation, when the restrictive assumptions of the traditional static, mean-variance framework of analysis are relaxed. Chapter 2 presents a series of model specifications for the...
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University of York
2008
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.490694 |