Work

Portfolio rebalancing with an investment horizon and transaction costs

Year: 2012

Type: article

Source: Omega

DOI: 10.1016/j.omega.2012.03.003

Authors: M. Woodside-Oriakhi, C. Lucas, J.E. Beasley

Institution: Brunel University of London

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1979508981

FWCI: 12.28

Cites: 59

Cited by: 118

Related to: 10