Optimal rebalancing frequencies for multidimensional portfolios (Q1744200)
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scientific article
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| English | Optimal rebalancing frequencies for multidimensional portfolios |
scientific article |
Statements
Optimal rebalancing frequencies for multidimensional portfolios (English)
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16 April 2018
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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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0.867436945438385
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0.8236197233200073
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0.8019472360610962
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0.8005335927009583
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0.7993683815002441
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