Asset allocation with correlation : a composite trade-off
Rachael Carroll, Thomas Conlon, John Cotter, Enrique Salvador
| Year of publication: |
1 November 2017
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| Authors: | Carroll, Rachael ; Conlon, Thomas ; Cotter, John ; Salvador, Enrique |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 262.2017, 3 (1.11.), p. 1164-1180
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| Subject: | Decision analysis | Optimization | Asset allocation | Dynamic correlation | Rebalancing and transaction costs | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Korrelation | Correlation | Theorie | Theory | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.04.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011802497