Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark
- 1 May 1999
- journal article
- Published by Springer Nature in Finance and Stochastics
- Vol. 3 (3) , 275-294
- https://doi.org/10.1007/s007800050063
Abstract
No abstract availableKeywords
This publication has 0 references indexed in Scilit: