Portfolio rebalancing model using multiple criteria (Q621706)
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scientific article; zbMATH DE number 5842706
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio rebalancing model using multiple criteria |
scientific article; zbMATH DE number 5842706 |
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Portfolio rebalancing model using multiple criteria (English)
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28 January 2011
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portfolio selection
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short selling
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skewness
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kurtosis
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transaction cost
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0.8086932301521301
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0.7896575331687927
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0.7819770574569702
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0.7804797291755676
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