Ayres C. Fan

MIT EECS

77 Massachusetts Ave

Cambridge, MA 02139

United States

LIDS

77 Massachusetts Ave

32-D608

Cambridge, MA 02139

United States

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Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios

Number of pages: 25 Posted: 03 Jan 2005

Walter Sun, Ayres C. Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. Albota

MIT EECS, MIT EECS, MIT EECS, MIT EECS and MIT EECS

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