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Asset allocation with forward-looking distribution
Kiriu, Takuya; Hibiki, Norio - In: International journal of portfolio analysis and … 2 (2024) 4, pp. 316-341
Persistent link: https://www.econbiz.de/10015064371
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Optimal symmetric no-trade ranges in asset rebalancing strategy with transaction costs : an application to the government pension investment fund in Japan
Hibiki, Norio; Yamamoto, Rei - In: Asia-Pacific journal of risk and insurance : APJRI 8 (2014) 2, pp. 293-327
Persistent link: https://www.econbiz.de/10010393548