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Output details

10 - Mathematical Sciences

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Article title

Portfolio rebalancing with an investment horizon and transaction costs

Type

D - Journal article

DOI

Title of journal

Omega

Article number

Volume number

Issue number

First page of article

406

ISSN of journal

03050483

Year of publication

2012

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

None

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract