Boston Slides: A Simple Approximation for Optimal Turnover in a Multi-period Optimization Framework
A Simple Approximation for Optimal Turnover in a Multi-period Optimization Framework
Dan diBartolomeo
QWAFAFEW Boston
March 2006
Quantitative Work Alliance for Applied Finance, Education and Wisdom
A Simple Approximation for Optimal Turnover in a Multi-period Optimization Framework
Dan diBartolomeo
QWAFAFEW Boston
March 2006