Developing a dynamic portfolio selection model with a self-adjusted rebalancing method
Jongbin Jung and Seongmoon Kim
| Year of publication: |
July 2017
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|---|---|
| Authors: | Jung, Jongbin ; Kim, Seongmoon |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 68.2017, 7, p. 766-779
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| Subject: | Dynamic portfolio selection model | Self-adjusted rebalancing | Adaptive learning heuristics | Tracking signal | Non-linear programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Lernprozess | Learning process | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/jors.2016.21 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011775760