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

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title = "Expected utility and the non-normal returns of common portfolio rebalancing strategies",

keywords = "Expected utility, Monte carlo simulation, Portfolio rebalancing",

author = "Jones, {Samuel Kyle} and Stine, {Joe Bert}",

year = "2010",

month = feb,

doi = "10.1057/jam.2009.22",

language = "English",

volume = "10",

pages = "406--419",

number = "6",

}

TY - JOUR

T1 - Expected utility and the non-normal returns of common portfolio rebalancing strategies

AU - Jones, Samuel Kyle

AU - Stine, Joe Bert

PY - 2010/2

Y1 - 2010/2

KW - Expected utility

KW - Monte carlo simulation

KW - Portfolio rebalancing

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U2 - 10.1057/jam.2009.22

DO - 10.1057/jam.2009.22

M3 - Article

AN - SCOPUS:74549116383

SN - 1470-8272

VL - 10

SP - 406

EP - 419

JO - Journal of Asset Management

JF - Journal of Asset Management

IS - 6

ER -