Optimal Rebalancing with Costs: Theory and Application for Proportional and Market-Impact Costs

Additional Metadata
Keywords	Transaction costs; portfolio rebalancing; Bellman; Market-impact
Thesis Advisor	Lange, R.
Persistent URL	hdl.handle.net/2105/59502
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA 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	Oerlemans, M.A. (2021). Optimal Rebalancing with Costs: Theory and Application for Proportional and Market-Impact Costs. In Econometrie.http://hdl.handle.net/2105/59502

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