No label defined (Q4689588)
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scientific article; zbMATH DE number 6955637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6955637 |
Statements
16 October 2018
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portfolio rebalancing
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portfolio theory
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return and volatility
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multiperiod returns
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long-short portfolios
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rebalancing alpha
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mean reversion
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threshold rebalancing
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0.87663245
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0.86535233
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