Mroua, Mourad; Abid, Fathi - In: International Journal of Managerial Finance 10 (2014) 4, pp. 537-564
revision procedure for domestic and international portfolios, and provides an empirical selection strategy for optimal … regions for the resampled portfolios needing revision. Tracking error variance minimization (TEVM) problem is used to define … periodical after revision return performance level of the dynamic diversification strategies considering the transaction cost …