Robust portfolio rebalancing with transaction cost penalty : an empirical analysis
Vitaly Serbin, Milan Borkovec and Michael Chigirinskiy
| Year of publication: |
2011
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|---|---|
| Authors: | Serbin, Vitaly ; Borkovec, Milan ; Chigirinskiy, Michael |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 24951808. - Vol. 9.2011, 2, p. 73-87
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009910850