A Dynamic Rebalancing Strategy for Portfolio Allocation
碩士 === 國立中央大學 === 統計研究所 === 105 === Reallocation, or adjust weights of portfolio is an indispensable part in portfolio management. In the practice, calendar rebalancing is a basic rebalancing strategy that either retail or institutional investors can utilize to create an optimal investment process....
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2017
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Online Access: | http://ndltd.ncl.edu.tw/handle/794uhm |