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Portfolio Rebalancing in Theory and Practice
3 references·0 citing·14 second hop
Portfolio Rebalancing in Theory and Practice (2007)Portfolio Rebalancing in Theory and Pract…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Optimal tracking for asset allocation with fixed and proportional transaction costs (2004)Optimal tracking for asset al…Optimal Portfolio Selection with Transaction Costs and Finite Horizons (2002)Optimal Portfolio Selection w…Optimum consumption and portfolio rules in a continuous-time model (1971)Portfolio Selection with Transaction Costs (1990)Optimal Investment and Consumption with Transaction Costs (1994)Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches (2012)Asymptotic lower bounds for optimal tracking: A linear programming approach (2017)Automated portfolio rebalancing: Automatic erosion of investment performance? (2020)Controlled Markov Processes and Viscosity Solutions (2005)Brownian Motion and Stochastic Calculus (2007)Liquidity Premia and Transaction Costs (2007)Rational Inattention and Portfolio Selection (2007)Portfolio formation with preselection using deep learning from long-term financial data (2019)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)
this work references cited by second hop

References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 2002Optimal Portfolio Selection with Transaction Costs and Finite Horizons277 cited
  • 2004Optimal tracking for asset allocation with fixed and proportional transaction costs46 cited

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