Optimal rebalancing of portfolios with transaction costs (Q5411910)
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scientific article; zbMATH DE number 6288400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal rebalancing of portfolios with transaction costs |
scientific article; zbMATH DE number 6288400 |
Statements
Optimal rebalancing of portfolios with transaction costs (English)
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25 April 2014
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rebalance portfolio
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portfolio optimization
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transaction costs
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no-trade region
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utility function
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