Portfolio rebalancing model using multiple criteria (Q621706)
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scientific article; zbMATH DE number 5842706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio rebalancing model using multiple criteria |
scientific article; zbMATH DE number 5842706 |
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Portfolio rebalancing model using multiple criteria (English)
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28 January 2011
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portfolio selection
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short selling
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skewness
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kurtosis
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transaction cost
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