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Dominic Cervicek

Independent

United States

Vienna University of Technology

Karlsplatz 13

Vienna

Austria

SCHOLARLY PAPERS

2

DOWNLOADS

301

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Score-based Portfolio Choice

Number of pages: 39 Posted: 20 Jun 2019
Dominic Cervicek and Dominic Cervicek
IndependentVienna University of Technology
Downloads 175 (444,808)

Abstract:

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Portfolio Choice, Factor Scores, Factor Investing, Portfolio Optimization

2.

Portfolio Rebalancing and Score-based Portfolio Choice

Number of pages: 29 Posted: 13 Dec 2019
Dominic Cervicek and Dominic Cervicek
IndependentVienna University of Technology
Downloads 126 (588,531)

Abstract:

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Portfolio Choice, Rebalancing Periods, Transaction Costs