Optimal rebalancing frequencies for multidimensional portfolios (Q1744200)

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Optimal rebalancing frequencies for multidimensional portfolios
scientific article

    Statements

    title
    Optimal rebalancing frequencies for multidimensional portfolios (English)
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    author
    Ibrahim Ekren
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    Ren Liu
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    Johannes Muhle-Karbe
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    publication date
    16 April 2018
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    zbMATH Keywords
    transaction costs
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    optimal trading frequency
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    optimal investment
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    multiple assets
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    cites work
    Q2725576
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    The limits of leverage
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    Q5253267
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    Q3160516
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G80
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    93E20
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    60H30
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    zbMATH DE Number
    6860571
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    OpenAlex ID
    W3126042492
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    arXiv ID
    1510.05097
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