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~institution:"Tilburg University, Center for Economic Research"
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A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection
Sotirov, Renata
;
Takano, Y.
-
Tilburg University, Center for Economic Research
-
2010
We address the multi-period portfolio optimization problem with the constant
rebalancing
strategy. This problem is …
Persistent link: https://www.econbiz.de/10011092875
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