Risk horizon and rebalancing horizon in portfolio risk measurement (Q4906529)
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scientific article; zbMATH DE number 6139583
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| English | Risk horizon and rebalancing horizon in portfolio risk measurement |
scientific article; zbMATH DE number 6139583 |
Statements
RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT (English)
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28 February 2013
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risk management
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portfolio rebalancing
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liquidity
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0.7699534296989441
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0.7660154104232788
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0.7522637248039246
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0.7373217940330505
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0.7120786309242249
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