Analytical solutions of optimal portfolio rebalancing (Q5234320)

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scientific article; zbMATH DE number 7110442
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Analytical solutions of optimal portfolio rebalancing
scientific article; zbMATH DE number 7110442

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    Analytical solutions of optimal portfolio rebalancing (English)
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    26 September 2019
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    optimal portfolio rebalancing
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    portfolio optimization
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    analytical solutions
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    no-trade region
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