Discrete Rebalancing is a portfolio rebalancing strategy that belongs to the class of rebalancing methods characterized by adjustments to asset weights occurring at specific, predefined intervals or decision points, distinguished from continuous approaches by its reliance on periodic, rather than real-time, monitoring and execution.
11
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254
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2017–2026
3
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11
Almost sure optimal hedging strategy
Emmanuel Gobet, Nicolas Landon · The Annals of Applied Probability · 2014 · 26 citations · Full text
Engineering, Finance, Mathematics +17
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1–5 of 26
Institutions
18
University of Waterloo
Waterloo, Canada
1 h-index
2 publications
50 citations
University of West Attica
Athens, Greece
1 h-index
1 publications
27 citations
Universidade Federal do ABC
Santo André, Brazil
1 h-index
1 publications
20 citations
University of Wisconsin–Madison
Madison, United States
1 h-index
1 publications
17 citations
Centre de Mathématiques Appliquées de l'École polytechnique
Palaiseau, France
1 h-index
2 publications
52 citations
Stanford University
Stanford, United States
1 h-index
1 publications
40 citations
Risk Engineering (Bulgaria)
Sofia, Bulgaria
1 h-index
1 publications
18 citations
Bowling Green State University
Bowling Green, United States
1 h-index
3 publications
36 citations
1–8 of 18
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- Financial Services Review
1 publications · 12 citations
1
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- IEEE Transactions on Intelligent Transportation Systems
1 publications · 27 citations
1
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- The Annals of Applied Probability
1 publications · 26 citations
1
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- SIAM Journal on Financial Mathematics
1 publications · 23 citations
1
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- Management Science
1 publications · 17 citations
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