A Bootstrap Strategy for Portfolio Rebalancing

Additional Metadata
Keywords	portfolio management; bootstrap; rebalancing; transaction costs; mean-variance optimisation
Thesis Advisor	Lonn, S.O.R.
Persistent URL	hdl.handle.net/2105/55743
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Neefjes, F.C. (2020, December 2). A Bootstrap Strategy for Portfolio Rebalancing. Econometrie. Retrieved from http://hdl.handle.net/2105/55743

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