Where is the value added of rebalancing? : a systematic comparison of alternative rebalancing strategies
Hubert Dichtl; Wolfgang Drobetz; Martin Wambach
| Year of publication: |
2014
|
|---|---|
| Authors: | Dichtl, Hubert ; Drobetz, Wolfgang ; Wambach, Martin |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 3, p. 209-231
|
| Subject: | Rebalancing | Stock-bond portfolio | Bootstrap | Statistical inference | Portfolio-Management | Portfolio selection | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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/10010399419