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Myrgren, Simon
Kritzman, Mark
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Portfolio rebalancing : a test of the Markowitz-van Dijk heuristic
Kritzman, Mark
(
contributor
);
Myrgren, Simon
(
contributor
); …
-
2007
-
This version: March 15th, 2007
Persistent link: https://www.econbiz.de/10003745526
Saved in:
2
Optimal rebalancing : a scalable solution
Kritzman, Mark
;
Myrgren, Simon
;
Page, Sébastien
- In:
Journal of investment management : JOIM
7
(
2009
)
1
,
pp. 9-19
Persistent link: https://www.econbiz.de/10003845497
Saved in:
3
Market integration in developed and emerging markets : evidence from the CAPM
Bruner, Robert F.
;
Li, Wei
;
Kritzman, Mark
;
Myrgren, Simon
- In:
Emerging markets review
9
(
2008
)
2
,
pp. 89-103
Persistent link: https://www.econbiz.de/10003723962
Saved in:
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