Portfolio rebalancing with an investment horizon and transaction costs

Omega (United Kingdom)

Volumn 41, Issue 2, 2013, Pages 406-420

  Woodside Oriakhi, M ^a   Lucas, C ^a   Beasley, J E ^a  

^a BRUNEL UNIVERSITY   (United Kingdom)

Author keywords

Efficient frontier; Multiperiod portfolio optimisation; Portfolio optimisation; Portfolio rebalancing; Transaction cost

Indexed keywords

EID: 84866980465     PISSN: 03050483     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.omega.2012.03.003     Document Type: Article

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