Jongbin Jung, Seongmoon Kim. Developing a dynamic portfolio selection model with a self-adjusted rebalancing method. JORS, 68(7):766-779, 2017. [doi]
@article{JungK17-2,
title = {Developing a dynamic portfolio selection model with a self-adjusted rebalancing method},
author = {Jongbin Jung and Seongmoon Kim},
year = {2017},
doi = {10.1057/jors.2016.21},
url = {https://doi.org/10.1057/jors.2016.21},
researchr = {https://researchr.org/publication/JungK17-2},
cites = {0},
citedby = {0},
journal = {JORS},
volume = {68},
number = {7},
pages = {766-779},
}