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Stoyan Stoyanov
Information about the author Stoyan Stoyanov will soon be added to the site.
Found
2 papers
in total
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Periodic portfolio revision with transaction costs
2015
In this paper we consider the impact of transaction costs on the periodic portfolio...
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
2013
Risk management through marginal rebalancing is important for institutional investors...
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