Transaction costs and funding changes in mean-variance portfolio rebalancing

John Glen

Research output: Contribution to conferencePaper

Original languageEnglish
Publication statusPublished - 2009
EventCanadian Operational Research Society and Institute for Operations Research and the Management Sciences Joint International Conference - , United Kingdom
Duration: 1 Jan 2009 → …

Conference

ConferenceCanadian Operational Research Society and Institute for Operations Research and the Management Sciences Joint International Conference
CountryUnited Kingdom
Period1/01/09 → …

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