Optimal rebalancing for institutional portfolios

Journal of Portfolio Management

Volumn 32, Issue 2, 2006, Pages 33-43

  Sun, Walter ^a   Fan, Ayres ^a   Chen, L I Wei ^a   Schouwenaars, Tom ^a   Albota, Marius A ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644664975     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2006.611801     Document Type: Article

References (17)

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