Computing optimal rebalance frequency for log-optimal portfolios (Q5245907): Difference between revisions

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+https://doi.org/10.1080/14697688.2014.887219
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+W1998991301
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+Models and simulations for portfolio rebalancing
@@ Property / cites work: Models and simulations for portfolio rebalancing / rank @@
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+KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES
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+Q4794126
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+Analysis of the rebalancing frequency in log-optimal portfolio selection
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+Products of trees for investment analysis
@@ Property / cites work: Products of trees for investment analysis / rank @@
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+Q4527711
@@ Property / cites work: Q4527711 / rank @@
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+On the Distribution Function and Moments of Power Sums With Log-Normal Components
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