Archived publication
Archived publication
Optimal rebalancing of portfolios with transaction costs
4529/Holden_-_Optimal_rebalancing_of_portfolios_with_transaction.pdf
September 12, 2007
ADMIN
- Filename: 4529/Holden_-_Optimal_rebalancing_of_portfolios_with_transaction.pdf
- Areas: Finance
- Keywords: Rebalance portfolio, portfolio optimization, transaction costs, no-trade region
- Page(s): 34
- Name and number of project:
- Title: Optimal rebalancing of portfolios with transaction costs
- Author(s): Holden, Helge; Holden, Lars
- Report number: ADMIN/01/2007
- Published date: September 12, 2007