Rebalancing With Transaction Costs: Theory, Simulations, and Actual Data

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Serval ID
serval:BIB_5548A03ED091
Type
Unpublished: a document having an author and title, but not formally published.
Collection
Publications
Institution
UNIL/CHUV
Title
Rebalancing With Transaction Costs: Theory, Simulations, and Actual Data
Author(s)
El Bernoussi Rim, Rockinger Georg Michael
Issued date
16/12/2019
Language
english
Notes
Working-paper
Keywords
Portfolio rebalancing, Dynamic trading, Portfolio allocation, Buy-and-hold, Transaction costs, Insured portfolio
OAI-PMH
oai:serval.unil.ch:BIB_5548A03ED091
Create date
14/05/2022 6:20
Last modification date
25/05/2022 5:36
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