Optimal rebalancing : a scalable solution
Mark Kritzman; Simon Myrgren; Sébastien Page
| Year of publication: |
2009
|
|---|---|
| Authors: | Kritzman, Mark ; Myrgren, Simon ; Page, Sébastien |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 7.2009, 1, p. 9-19
|
| Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003845497