Dynamic Portfolio Selection by Augmenting the Asset Space
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- Michael W. Brandt & Pedro Santa‐Clara, 2006. "Dynamic Portfolio Selection by Augmenting the Asset Space," Journal of Finance, American Finance Association, vol. 61(5), pages 2187-2217, October.
- Michael W. Brandt & Pedro Santa-Clara, 2004. "Dynamic Portfolio Selection by Augmenting the Asset Space," NBER Working Papers 10372, National Bureau of Economic Research, Inc.
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