Rachael Carroll

Trinity College (Dublin)

2-3 College Green

Dublin, Leinster D2

Ireland

SCHOLARLY PAPERS

1

DOWNLOADS

274

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (1)

1.

Asset Allocation with Correlation: A Composite Trade-Off

European Journal of Operational Research, Forthcoming
Number of pages: 40 Posted: 08 Apr 2017
Trinity College (Dublin), University College Dublin, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 274 (145,445)
Citation 2

Abstract:

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Decision Analysis, Optimization, Asset Allocation, Dynamic Correlation, Rebalancing & Transaction Costs