Browsing by Author "Dhageya, Jitendra K."
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Detection of regime change and dynamic portfolio allocation
Dhageya, Jitendra K.; Bhattacharya, Utso (Indian Institute of Management Ahmedabad, 2006)Dynamic portfolio optimization is extremely important. In this paper, we carry out a comprehensive study of sliding mode and dynamic portfolio allocation , and try to develop a model of dynamic portfolio optimization . Two ...