Models and simulations for portfolio rebalancing
type: Item
instance of: scholarly article
title: Models and simulations for portfolio rebalancing
zbMATH Open document ID: 1188.91201
author: J. Blot
published in: Computational Economics
publication date: 2009-11-20T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5636326
zbMATH Keywords: risk management
zbMATH Keywords: conditional value at risk
zbMATH Keywords: portfolio rebalancing
zbMATH Keywords: multi-period portfolio analysis
zbMATH Keywords: mixed integer linear programming
MaRDI profile type: Publication
full work available at URL: s10614-008-9158-y
OpenAlex ID: W2089896711
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DOI: 10.1007/S10614-008-9158-Y
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description: scientific article; zbMATH DE number 5636326