Risk Horizon And Rebalancing Horizon In Portfolio Risk Measurement
Work
Year: 2010
Type: article
Source: Mathematical Finance
Author Paul Glasserman
Cites: 32
Cited by: 10
Related to: 10
FWCI: 1.636
Citation percentile (by year/subfield): 83.68
Subfield: Finance
Domain: Social Sciences
Open Access status: closed