Concepedia

Turnover Constraints

Turnover Constraints is a mathematical restriction in portfolio optimization that limits the rate of buying and selling assets, distinguishing itself by controlling transaction costs and portfolio instability through bounds on the total or net change in asset weights over a given period.

3

Publications

354

Citations

9

Authors

2

Institutions

Publications per year

2017–2026

0

Parents

Publications

3

1–3 of 3

Authors

9

  1. LS
    Luc Sels

    KU Leuven, Belgium

    1 publications · 319 citations

    1

    h-index

  2. DS
    Dave Stynen

    Maastricht University, Netherlands

    1 publications · 319 citations

    1

    h-index

  3. XZ
    Xiaoping Zhou

    Chongqing University, China

    1 publications · 11 citations

    1

    h-index

  4. AF
    Anneleen Forrier

    KU Leuven, Belgium

    1 publications · 319 citations

    1

    h-index

  5. EQ
    Edward Qian

    Jiangxi University of Finance and Economics, China

    1 publications · 24 citations

    1

    h-index

1–5 of 9

Institutions

2

  1. Stony Brook University

    Stony Brook, United States

    1 h-index

    3 publications

    33 citations

  2. KU Leuven

    Leuven, Belgium

    1 h-index

    3 publications

    957 citations

1–2 of 2

Venues

  1. 1

    h-index

  2. The Journal of Investing

    1 publications · 11 citations

    1

    h-index

  3. The Journal of Portfolio Management

    JPM · 1 publications · 24 citations

    1

    h-index

1–3