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N°15-44: Optimal Rebalancing Frequencies for Multidimensional Portfolios, I. Erken, R. Liu and J. Muhle-Karbe, 2015.

N°15-44: Optimal Rebalancing Frequencies for Multidimensional Portfolios, I. Erken, R. Liu and J. Muhle-Karbe, 2015.

AuthorI. Erken, R. Liu and J. Muhle-Karbe
Date10 May 2015
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2675453

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