Rebalancing with transaction costs: theory, simulations, and actual data
Crossref DOI link: https://doi.org/10.1007/s11408-022-00419-6
Published Online: 2022-09-01
Published Print: 2023-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
El Bernoussi, Rim
Rockinger, Michael http://orcid.org/0000-0001-9838-8370
Funding for this research was provided by:
University of Lausanne
Text and Data Mining valid from 2022-09-01
Version of Record valid from 2022-09-01
Article History
Accepted: 24 June 2022
First Online: 1 September 2022