Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: http://hdl.handle.net/10419/195681
Autoren: 
Mattei, Michael D.
Datum: 
2018
Quellenangabe: 
[Journal:] International Journal of Financial Studies [ISSN:] 2227-7072 [Volume:] 6 [Year:] 2018 [Issue:] 1 [Pages:] 1-9
Zusammenfassung: 
After diversification, periodic portfolio rebalancing has become one of the most widely practiced methods for reducing portfolio risk and enhancing returns. Most of the rebalancing strategies found in the literature are generally regarded as contrarian approaches to rebalancing. A recent article proposed a rebalancing approach that incorporates a momentum approach to rebalancing. The momentum approach had a better risk adjusted return than either the traditional approach or a Buy-and-Hold approach. This article identifies an improvement to the momentum approach and then examines the impact of transactions costs and taxes on the portfolio performance of four active rebalancing approaches.
Schlagwörter: 
rebalancing
momentum
portfolio performance
asset allocation
Persistent Identifier der Erstveröffentlichung: 
Creative-Commons-Lizenz: 
https://creativecommons.org/licenses/by/4.0/
Dokumentart: 
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