Rebalancing with Linear and Quadratic Costs (Q4591242): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:53, 7 February 2024
scientific article; zbMATH DE number 6806451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rebalancing with Linear and Quadratic Costs |
scientific article; zbMATH DE number 6806451 |
Statements
Rebalancing with Linear and Quadratic Costs (English)
0 references
13 November 2017
0 references
price impact
0 references
transaction costs
0 references
portfolio choice
0 references
long-run
0 references
