{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,13]],"date-time":"2026-03-13T23:51:23Z","timestamp":1773445883387,"version":"3.50.1"},"reference-count":20,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2017,7]]},"DOI":"10.23919\/icif.2017.8009870","type":"proceedings-article","created":{"date-parts":[[2017,8,29]],"date-time":"2017-08-29T18:53:59Z","timestamp":1504032839000},"page":"1-8","source":"Crossref","is-referenced-by-count":2,"title":["Dynamic asset allocation \u2014 Chasing a moving target"],"prefix":"10.23919","author":[{"given":"K.C.","family":"Chang","sequence":"first","affiliation":[]},{"given":"Zhi","family":"Tian","sequence":"additional","affiliation":[]},{"given":"Jiayang","family":"Yu","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref10","article-title":"Comparing and Evaluating Bayesian Predictive Distributions of Asset Returns","author":"geweke","year":"2008","journal-title":"European Central Bank Eurosystem Working paper"},{"key":"ref11","article-title":"Bayesian Portfolio Selection: An Empirical Analysis of the S&P 500 Index 1970-1996","volume":"18","author":"polson","year":"2000","journal-title":"ASA Journal of Business and Economic Statistics"},{"key":"ref12","author":"hull","year":"2015","journal-title":"Options Futures and Other Derivatives"},{"key":"ref13","article-title":"Optimal Asset Allocation with Mutual Information","author":"chang","year":"2016","journal-title":"Proc of International Conference on Information Fusion[C]"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1080\/14697680902991619"},{"key":"ref15","author":"hull","year":"2010","journal-title":"Risk Management and Financial Institutions"},{"key":"ref16","article-title":"Kelly criterion for multivariate portfolio: a model-free approach","author":"nekrasov","year":"2014","journal-title":"Elsevier SSRN"},{"key":"ref17","author":"vince","year":"2009","journal-title":"The leverage space trading model reconciling portfoliomanagement strategies and economic theory"},{"key":"ref18","year":"0","journal-title":"Federal Reserve Economic Data St Louis FRED"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1080\/02664760903406512"},{"key":"ref4","article-title":"Fortune's Formula: The Game of Blackjack","author":"thorp","year":"1961","journal-title":"American Mathematical Society"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1002\/j.1538-7305.1956.tb03809.x"},{"key":"ref6","author":"thorp","year":"2017","journal-title":"A Man for All Markets From Las Vegas to Wall Street How I beat the Dealer and the Market"},{"key":"ref5","author":"thorp","year":"1966","journal-title":"Beat the Dealer A Winning Strategy for the Game of Twenty-One"},{"key":"ref8","author":"cover","year":"2006","journal-title":"Elements of Information Theory"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-47856-0"},{"key":"ref2","author":"elton","year":"2006","journal-title":"Modern Portfolio Theory and Investment Analysis"},{"key":"ref1","first-page":"77","article-title":"Portfolio Selection","volume":"7","author":"harry","year":"1952","journal-title":"The Journal of Finance"},{"key":"ref9","author":"feng","year":"2014","journal-title":"Dynamic Asset Allocation A Bayesian Approach"},{"key":"ref20","author":"west","year":"1997","journal-title":"Bayesian Forecasting and Dynamic Models"}],"event":{"name":"2017 20th International Conference on Information Fusion (Fusion)","location":"Xi'an, China","start":{"date-parts":[[2017,7,10]]},"end":{"date-parts":[[2017,7,13]]}},"container-title":["2017 20th International Conference on Information Fusion (Fusion)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/8002854\/8009614\/08009870.pdf?arnumber=8009870","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,12,13]],"date-time":"2017-12-13T20:38:29Z","timestamp":1513197509000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/8009870\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,7]]},"references-count":20,"URL":"https:\/\/doi.org\/10.23919\/icif.2017.8009870","relation":{},"subject":[],"published":{"date-parts":[[2017,7]]}}}