An algorithm for a dynamically reconstituting portfolio of U.S. equity mutual funds to outperform the S&P 500

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Bibliographic Details
Main Author: Anthony, Fernandes Victor
Other Authors: Nilanjan Sen
Format: Theses and Dissertations
Published: 2011
Subjects:
Online Access:http://hdl.handle.net/10356/47311
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Institution: Nanyang Technological University