Asset allocation with correlation: a composite trade-off (Q1683161)
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scientific article; zbMATH DE number 6816209
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| English | Asset allocation with correlation: a composite trade-off |
scientific article; zbMATH DE number 6816209 |
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Asset allocation with correlation: a composite trade-off (English)
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6 December 2017
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decision analysis
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optimization
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asset allocation
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dynamic correlation
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rebalancing and transaction costs
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0.7572841644287109
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0.751715362071991
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0.7443534731864929
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0.7287688255310059
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0.7209193110466003
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