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N°14-16: Rebalancing with Linear and Quadratic Costs, R. Liu, J. Muhle-Karbe, and M. Weber, 2014.

N°14-16: Rebalancing with Linear and Quadratic Costs, R. Liu, J. Muhle-Karbe, and M. Weber, 2014.

AuthorR. Liu, J. Muhle-Karbe, and M. Weber
Date1 Jan. 2014
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2402241

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