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Robust
portfolio
rebalancing
with cardinality and diversification constraints
Zhao, Zhihua
;
Xu, Fengmin
;
Du, Donglei
;
Meihua, Wang
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1707-1721
Persistent link: https://www.econbiz.de/10012653708
Saved in:
2
Analytical solutions of optimal
portfolio
rebalancing
Liu, Ding
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 683-697
Persistent link: https://www.econbiz.de/10012194706
Saved in:
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