Buy-and-hold verszs constantly rebalanced portfolios : a theoretical comparison
Year of publication: |
2015
|
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Authors: | Spinu, Florin |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 16.2015, 2, p. 79-84
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Subject: | buy-and-hold | constantly rebalanced | 1/N portfolio | portfolio diversification | Jensen's inequality | Portfolio-Management | Portfolio selection | Theorie | Theory |
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