3 search results - page 1 / 1 » Portfolio rebalancing model with transaction costs based on ... |
EOR
2006
13 years 4 months ago
2006
The fuzzy set is one of the powerful tools used to describe an uncertain environment. As well as quantifying any potential return and risk, portfolio liquidity is taken into accou...
FSKD
2005
Springer
13 years 10 months ago
2005
Springer
The business environment is full of uncertainties. Investing in various asset classes may lower the risk of overall portfolio and increase the potential for greater returns. In thi...
ICCS
2005
Springer
13 years 10 months ago
2005
Springer
The investment strategies can be divided into two classes: passive investment strategies and active investment strategies. An index tracking investment strategy belongs to the clas...