Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
1 Online-Ressource.
- Language
-
Englisch
- Bibliographic citation
-
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
- Classification
-
Wirtschaft
- Creator
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1186/s40854-023-00590-3
- URN
-
urn:nbn:de:101:1-2405230708559.691757858891
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
2025-08-14T11:01:02+0200
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Bağcı, Mahmut
- Soylu, Pınar Kaya
- SpringerLink (Online service)
Other Objects (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