Portfolio rebalancing model using multiple criteria

European Journal of Operational Research

Volumn 209, Issue 2, 2011, Pages 166-175

  Yu, Jing Rung ^a   Lee, Wen Yi ^a  

^a NATIONAL CHI NAN UNIVERSITY   (Taiwan)

Author keywords

Kurtosis; Portfolio selection; Short selling; Skewness; Transaction cost

Indexed keywords

KURTOSIS; PORTFOLIO SELECTION; SHORT SELLING; SKEWNESS; TRANSACTION COST;

COMPUTER SIMULATION; COSTS; SALES;

STATISTICAL METHODS;

EID: 78649491023     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2010.09.018     Document Type: Article

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