Rebalancing with transaction costs : theory, simulations, and actual data
Year of publication: |
2023
|
---|---|
Authors: | El Bernoussi, Rim ; Rockinger, Michael |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 37.2023, 2, p. 121-160
|
Subject: | Buy-and-hold | Fixed-weight | Portfolio allocation | Portfolio rebalancing | Transaction costs | Theorie | Theory | Transaktionskosten | Portfolio-Management | Portfolio selection |
-
Risk constraints for portfolio optimization with fixed-fee transaction cost
Hirsch, Michael J., (2017)
-
Portfolio models with return forecasting and transaction costs
Yu, Jing-Rung, (2020)
-
A rational theory for disposition effects
Dai, Min, (2023)
- More ...
-
Rebalancing With Transaction Costs : Theory, Simulations, and Actual Data
El Bernoussi, Rim, (2019)
-
Jondeau, Eric, (2003)
-
Conditional Dependency of Financial Series: The Copula-GARCH Model
Jondeau, Eric, (2002)
- More ...