A comparison of static and dynamic portfolio policies
Year of publication: |
2018
|
---|---|
Authors: | Wang, Jianshen ; Taylor, Nicholas |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 55.2018, p. 111-127
|
Subject: | Dynamic/static portfolio policy | Time-varying covariances | Transaction costs | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten |
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