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Optimal Rebalancing for Institutional Portfolios - Institutional fund managers generally rebalance using ad hoc methods such as calendar periods or tolerance band triggers. Another approach is to quantify the cost of a rebalancing strategy in terms o

Revista: JOURNAL OF PORTFOLIO MANAGEMENT    Formato: Impreso

Tabla de contenido: Vol: 32 Num: 2 Par: 0 Año: 2006