Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
1 Online-Ressource.
- Sprache
-
Englisch
- Erschienen in
-
Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm ; volume:10 ; number:1 ; day:25 ; month:3 ; year:2024 ; pages:1-28 ; date:12.2024
Financial innovation ; 10, Heft 1 (25.3.2024), 1-28, 12.2024
- Klassifikation
-
Wirtschaft
- Urheber
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1186/s40854-023-00590-3
- URN
-
urn:nbn:de:101:1-2405230708559.691757858891
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 11:01 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Bağcı, Mahmut
- Soylu, Pınar Kaya
- SpringerLink (Online service)
Ähnliche Objekte (12)
Analysis of the rebalancing frequency in log-optimal portfolio selection
Analysis of the rebalancing frequency in log-optimal portfolio selection
Covered bonds and bank portfolio rebalancing
Dynamic portfolio rebalancing through reinforcement learning
Automated portfolio rebalancing: Automatic erosion of investment performance?
Automated portfolio rebalancing : Automatic erosion of investment performance?
Automated portfolio rebalancing: Automatic erosion of investment performance?
Enhanced portfolio performance using a momentum approach to annual rebalancing
The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel
Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany
Optimal Portfolios in Wishart Models and Effects of Discrete Rebalancing on Portfolio Distribution and Strategy Selection
Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model
Analysis of the rebalancing frequency in log-optimal portfolio selection
Analysis of the rebalancing frequency in log-optimal portfolio selection
Covered bonds and bank portfolio rebalancing
Dynamic portfolio rebalancing through reinforcement learning
Automated portfolio rebalancing: Automatic erosion of investment performance?
Automated portfolio rebalancing : Automatic erosion of investment performance?
Automated portfolio rebalancing: Automatic erosion of investment performance?
Enhanced portfolio performance using a momentum approach to annual rebalancing
The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel
Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany
Optimal Portfolios in Wishart Models and Effects of Discrete Rebalancing on Portfolio Distribution and Strategy Selection
Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model
Analysis of the rebalancing frequency in log-optimal portfolio selection
Analysis of the rebalancing frequency in log-optimal portfolio selection
Covered bonds and bank portfolio rebalancing
Dynamic portfolio rebalancing through reinforcement learning
Automated portfolio rebalancing: Automatic erosion of investment performance?
Automated portfolio rebalancing : Automatic erosion of investment performance?
Automated portfolio rebalancing: Automatic erosion of investment performance?
Enhanced portfolio performance using a momentum approach to annual rebalancing
The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel
Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany
Optimal Portfolios in Wishart Models and Effects of Discrete Rebalancing on Portfolio Distribution and Strategy Selection