Blar i AURA på forfatter "Nguyen, Johan The-Tam"
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Testing optimal portfolio rebalancing strategies for fully invested portfolios with transaction costs
Nguyen, Johan The-Tam; Hindersland, Frida Marie (Master thesis, 2024)The thesis will examine the performance of various rebalancing strategies in portfolios with two and four risky assets, where all capital is committed to risky assets. The primary objective is to demonstrate that portfolio ... -
Testing Optimal Rebalancing for Fully Invested Portfolios with Transaction Costs
Nguyen, Johan The-Tam; Hindersland, Frida Marie (Master thesis, 2024)The thesis will examine the performance of various rebalancing strategies in portfolios with two and four risky assets, where all capital is committed to risky assets. The primary objective is to demonstrate that portfolio ...