Constant Proportions Portfolio Strategies in an Evolutionary Context under a Dividend Factor Model
In this dissertation we explore the impact of various constant-proportions investment strategies in an economic evolutionary market. Dividends are generated according to a new Dividend Factor Model. Furthermore, Dividends were estimated and calibrated from data using Principal Component Analysis and...
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| Format: | Others |
| Language: | English English |
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Florida State University
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| Online Access: | http://purl.flvc.org/fsu/fd/FSU_migr_etd-2654 |