Mulvey, John, W Kim, and Mehmet Bilgili. 2008. “Dynamic Investment Strategies and Rebalancing Gains”. The Euromoney Algorithmic Trading Handbook 2007 2008. Reference Link
Mulvey, John, W Kim, and Mehmet Bilgili. 2008. “Dynamic Investment Strategies and Rebalancing Gains”. The Euromoney Algorithmic Trading Handbook 2007 2008. Reference Link
Mulvey, John, and W Kim. 2008. “Constantly Rebalanced Portfolios-Is Mean-Reverting Necessary.” Reference Link