Where is the value added of rebalancing? : a systematic comparison of alternative rebalancing strategies
Year of publication: |
2014
|
---|---|
Authors: | Dichtl, Hubert ; Drobetz, Wolfgang ; Wambach, Martin |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 3, p. 209-231
|
Subject: | Rebalancing | Stock-bond portfolio | Bootstrap | Statistical inference | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Bootstrap-Verfahren | Bootstrap approach | Induktive Statistik |
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