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Journal of the Operational Research Society Volume 68, 2017 - Issue 7

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Developing a dynamic portfolio selection model with a self-adjusted rebalancing method

Jongbin JungSchool of BusinessYonsei University 50 Yonsei-ro, Seodaemungu 120-749SeoulSouth Korea

Seongmoon KimSchool of BusinessYonsei University 50 Yonsei-ro, Seodaemungu 120-749SeoulSouth KoreaCorrespondence[email protected]

Pages 766-779 | Published online: 21 Dec 2017

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https://doi.org/10.1057/jors.2016.21
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