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Mathematics and Financial Economics 2017 / 8

Optimal rebalancing frequencies for multidimensional portfolios

Ekren, Ibrahim, Liu, Ren, Muhle-Karbe, Johannes
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Language:
english
Journal:
Mathematics and Financial Economics
DOI:
10.1007/s11579-017-0200-5
Date:
August, 2017
File:
PDF, 653 KB
english, 2017
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