On the Diversification and Rebalancing Returns: Performance Comparison of Constant Mix versus Buy-and-Hold Strategies-Reference-Cited by-同舟云学术

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On the Diversification and Rebalancing Returns: Performance Comparison of Constant Mix versus Buy-and-Hold Strategies

Published:2022 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bertrand Philippe,Prigent Jean-Luc

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference64 articles.

1. Econometric methods to assess investor's risk tolerance;M Ben-Akiva;Proceedings of the European Investment Review meeting,2002

2. Portfolio insurance: gap risk under conditional multiples;H Ben Ameur;European Journal of Operational Research,2014

3. Gain, loss and asset pricing;A E Bernardo;Journal of Political Economy,2000

4. Portfolio insurance strategies: OBPI versus CPPI;P Bertrand;Finance,2005

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Enhancing portfolio management using artificial intelligence: literature review;Frontiers in Artificial Intelligence;2024-04-08

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