Optimal Portfolio Rebalancing with Transaction Costs
| Year of publication: |
2003
|
|---|---|
| Authors: | Donohue, Christopher ; Yip, Kenneth |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 29.2003, 4, p. 49-63
|