Portfolio rebalancing with an investment horizon and transaction costs

By M. Woodside-Oriakhi, C. Lucas, John E. Beasley. 2013

126 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/ee875917f884e2f93eeda978be12462ca82d3c98