Universal Semiconstant Rebalanced Portfolios

Mathematical Finance

Volumn 21, Issue 2, 2011, Pages 293-311

  Kozat, Suleyman S ^a   Singer, Andrew C ^b  

^a KOÇ UNIVERSITY   (Turkey)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Competitive; Portfolio; Rebalancing times; Universal

Indexed keywords

EID: 79851493435     PISSN: 09601627     EISSN: 14679965     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2010.00430.x     Document Type: Article

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