A linear reaction technique for dynamic asset allocation in the presence of transaction costs

2008 ◽  
Author(s):  
Giuseppe Carlo Calafiore
Keyword(s):  
Transaction Costs ◽  
Asset Allocation ◽  
Dynamic Asset Allocation ◽  
Linear Reaction

Dynamic Asset Allocation with Predictable Returns and Transaction Costs

2015 ◽  
Author(s):  
Pierre Collin-Dufresne ◽  
Kent D. Daniel ◽  
Ciamac C. Moallemi ◽  
Mehmet Saglam
Keyword(s):  
Transaction Costs ◽  
Asset Allocation ◽  
Dynamic Asset Allocation ◽  
Predictable Returns

Dynamic Asset Allocation

1987 ◽  
Vol 1987 (1) ◽  
pp. 82-85, 93
Author(s):  
H. Gifford Fong
Keyword(s):  
Asset Allocation ◽  
Dynamic Asset Allocation

Dynamic Asset Allocation for Stocks, Bonds, and Cash

CFA Digest ◽  
2004 ◽  
Vol 34 (1) ◽  
pp. 69-70
Author(s):  
Brian A. Maris
Keyword(s):  
Asset Allocation ◽  
Dynamic Asset Allocation
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