Analytical Solutions of Optimal Portfolio Rebalancing

SSRN Electronic Journal ◽

10.2139/ssrn.3075547 ◽

2017 ◽

Author(s):

Ding Liu

Keyword(s):

Analytical Solutions ◽

Optimal Portfolio ◽

Portfolio Rebalancing

Download Full-text

Analytical solutions of optimal portfolio rebalancing

Quantitative Finance ◽

10.1080/14697688.2018.1520394 ◽

2018 ◽

Vol 19 (4) ◽

pp. 683-697

Author(s):

Ding Liu

Keyword(s):

Analytical Solutions ◽

Optimal Portfolio ◽

Portfolio Rebalancing

Download Full-text

Discrete-time log-optimal portfolio rebalancing: A scalable efficient algorithm

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2012.6327806 ◽

2012 ◽

Author(s):

Sujit Das ◽

Mukul Goyal

Keyword(s):

Discrete Time ◽

Efficient Algorithm ◽

Optimal Portfolio ◽

Portfolio Rebalancing

Download Full-text

Optimal Portfolio Rebalancing with Transaction Costs

The Journal of Portfolio Management ◽

10.3905/jpm.2003.319894 ◽

2003 ◽

Vol 29 (4) ◽

pp. 49-63 ◽

Cited By ~ 41

Author(s):

Christopher Donohue ◽

Kenneth Yip

Keyword(s):

Transaction Costs ◽

Optimal Portfolio ◽

Portfolio Rebalancing

Download Full-text

Analytical solutions of the potential vorticity invertibility principle

Journal of Advances in Modeling Earth Systems ◽

10.1029/2012ms000201 ◽

2013 ◽

pp. n/a-n/a ◽

Cited By ~ 2

Author(s):

Matthew T. Masarik ◽

Wayne H. Schubert

Keyword(s):

Analytical Solutions ◽

Potential Vorticity

Download Full-text

THE METHODICAL APPROACH TO FORMATION AND INVESTMENT PROVIDING THE INDUSTRIAL ENTERPRISES’ INNOVATIVE PROJECTS OPTIMAL PORTFOLIO

Economy and Society ◽

10.32782/2524-0072/2019-20-18 ◽

2019 ◽

Author(s):

Kateryna Boldovska

Keyword(s):

Optimal Portfolio ◽

Industrial Enterprises ◽

Methodical Approach

Download Full-text

NEW CLOSED-FORM ANALYTICAL SOLUTIONS OF THE DISCRETE COAGULATION EQUATION WITH SIMULTANEOUS EVAPORATION AND THEIR USE FOR VALIDATION OF SECTIONAL SOLUTIONS

Atomization and Sprays ◽

10.1615/atomizspr.v3.i2.70 ◽

1993 ◽

Vol 3 (2) ◽

pp. 223-248 ◽

Cited By ~ 6

Author(s):

Yoram Tambour ◽

Savely Khosid

Keyword(s):

Closed Form ◽

Analytical Solutions ◽

Coagulation Equation

Download Full-text

Analytical Solutions: Engineering Representation

HEDH Multimedia ◽

10.1615/hedhme.a.015256 ◽

2017 ◽

Author(s):

Dusan P. Sekulic

Keyword(s):

Analytical Solutions

Download Full-text

Varying Magneto-Hemodynamics Flow in a Semi-Porous Vertical Channel with Heat Transfer: Numerical and Analytical Solutions

International Journal of Fluid Mechanics Research ◽

10.1615/interjfluidmechres.v43.i2.20 ◽

2016 ◽

Vol 43 (2) ◽

pp. 105-118 ◽

Cited By ~ 3

Author(s):

Y. Abd Elmaboud

Keyword(s):

Heat Transfer ◽

Analytical Solutions ◽

Vertical Channel

Download Full-text

Analytical Solutions for Hydromagnetic Free Convection of a Participate Suspension from an Inclined Plate with Heat Absorption

International Journal of Fluid Mechanics Research ◽

10.1615/interjfluidmechres.v27.i2-4.180 ◽

2000 ◽

Vol 27 (2-4) ◽

pp. 447-467 ◽

Cited By ~ 3

Author(s):

H. M. Ramadan ◽

Ali J. Chamkha

Keyword(s):

Free Convection ◽

Analytical Solutions ◽

Heat Absorption ◽

Inclined Plate

Download Full-text

Analytical Solutions for Averaged Equations of Optimal Orbit-to-orbit Transfer with a Thrust of Constant Magnitude in a Strong Gravity Field

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v34.i4.60 ◽

2002 ◽

Vol 34 (4) ◽

pp. 13

Author(s):

Igor Yu. Vasil'ev ◽

Zoya V. Pasechnik

Keyword(s):

Gravity Field ◽

Analytical Solutions ◽

Orbit Transfer ◽

Strong Gravity ◽

Averaged Equations ◽

Constant Magnitude

Download Full-text