Transaction fees and optimal rebalancing in the...

Physica A: Statistical Mechanics and its Applications 2011 Vol. 390; Iss. 9

Transaction fees and optimal rebalancing in the growth-optimal portfolio

Yu Feng, Matúš Medo, Liang Zhang, Yi-Cheng Zhang
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Volume:
390
Year:
2011
Language:
english
Pages:
11
DOI:
10.1016/j.physa.2010.12.031
File:
PDF, 500 KB
english, 2011
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