Expected utility and the non-normal returns of common portfolio rebalancing strategies

Samuel Kyle Jones; Joe Bert Stine

doi:10.1057/jam.2009.22

Expected utility and the non-normal returns of common portfolio rebalancing strategies

Economics and Finance

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	406-419
Number of pages	14
Journal	Journal of Asset Management
Volume	10
Issue number	6
DOIs	https://doi.org/10.1057/jam.2009.22
State	Published - Feb 2010

ASJC Scopus Subject Areas

Business and International Management
Strategy and Management
Information Systems and Management

Keywords

Expected utility
Monte carlo simulation
Portfolio rebalancing

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10.1057/jam.2009.22

Cite this

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volume = "10",

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AU - Stine, Joe Bert

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KW - Monte carlo simulation

KW - Portfolio rebalancing

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JO - Journal of Asset Management

JF - Journal of Asset Management

IS - 6

ER -

Expected utility and the non-normal returns of common portfolio rebalancing strategies

ASJC Scopus Subject Areas

Keywords

Access to Document

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