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

Samuel Kyle Jones, Joe Bert Stine

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)406-419
Number of pages14
JournalJournal of Asset Management
Issue number6
StatePublished - Feb 2010

ASJC Scopus Subject Areas

  • Business and International Management
  • Strategy and Management
  • Information Systems and Management


  • Expected utility
  • Monte carlo simulation
  • Portfolio rebalancing

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