Universal semiconstant rebalanced portfolios (Q3084601)
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scientific article; zbMATH DE number 5870035
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Universal semiconstant rebalanced portfolios |
scientific article; zbMATH DE number 5870035 |
Statements
UNIVERSAL SEMICONSTANT REBALANCED PORTFOLIOS (English)
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25 March 2011
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portfolio
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competitive
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rebalancing times
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universal
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0.8724088072776794
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0.8455924391746521
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0.8217005729675293
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0.8216184973716736
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0.8112967610359192
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