Continuous-Time Rebalancing is a portfolio rebalancing strategy that belongs to the class of dynamic investment adjustment methods, distinguished by its assumption of instantaneous and uninterrupted reallocation of asset weights in continuous time to maintain target proportions according to a specified rule or model.
5
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244
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10
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10
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Publications per year
2017–2026
1
Parents
Publications
5
Dynamic Asset Allocation in a Mean-Variance Framework
Isabelle Bajeux‐Besnainou, Roland Portait · Management Science · 1998 · 127 citations
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10
- PP
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10
Norwegian School of Economics
Bergen, Norway
1 h-index
1 publications
28 citations
University of California, Berkeley
Berkeley, United States
1 h-index
1 publications
35 citations
CY Cergy Paris Université
Cergy-Pontoise, France
1 h-index
1 publications
127 citations
HSBC Holdings
London, United Kingdom
1 h-index
1 publications
38 citations
Norwegian University of Science and Technology
Trondheim, Norway
1 h-index
1 publications
28 citations
École Supérieure des Sciences Économiques et Commerciales
Cergy, France
1 h-index
1 publications
127 citations
University of Southern California
Los Angeles, United States
1 h-index
1 publications
38 citations
Swiss Finance Institute
Zurich, Switzerland
1 h-index
1 publications
28 citations
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Venues
- SIAM Journal on Financial Mathematics
1 publications · 16 citations
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- The Journal of Derivatives
1 publications · 38 citations
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- RePEc: Research Papers in Economics
Repository · 1 publications · 28 citations
1
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- Management Science
1 publications · 127 citations
1
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- The Journal of Portfolio Management
JPM · 1 publications · 35 citations
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