Developing a dynamic portfolio selection model with a self-adjusted rebalancing method
Year of publication: |
July 2017
|
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Authors: | Jung, Jongbin ; Kim, Seongmoon |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 68.2017, 7, p. 766-779
|
Subject: | Dynamic portfolio selection model | Self-adjusted rebalancing | Adaptive learning heuristics | Tracking signal | Non-linear programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming |
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