| dc.contributor.advisor | Laha, Arnab Kumar | |
| dc.contributor.author | Dhageya, Jitendra K. | |
| dc.contributor.author | Bhattacharya, Utso | |
| dc.date.accessioned | 2014-07-16T12:07:22Z | |
| dc.date.available | 2014-07-16T12:07:22Z | |
| dc.date.copyright | 2006-09-14 | |
| dc.date.issued | 2006 | |
| dc.identifier.uri | http://hdl.handle.net/11718/12157 | |
| dc.description.abstract | 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 models are developed, verified and compared using three distinct examples. Basic ground work for applying the model to portfolios with more than two stocks is established. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Indian Institute of Management Ahmedabad | en_US |
| dc.relation.ispartofseries | SP;1294 | |
| dc.subject | Portfolio allocation | en_US |
| dc.subject | Dynamic portfolio | en_US |
| dc.title | Detection of regime change and dynamic portfolio allocation | en_US |
| dc.type | Student Project | en_US |
