Smart rebalancing
Year of publication: |
2024
|
---|---|
Authors: | Arnott, Robert D. ; Li, Feifei ; Linnainmaa, Juhani |
Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 80.2024, 2, p. 26-51
|
Subject: | alpha | factor premia | implementation shortfall | portfolio turnover | rebalancing methods | risk premia | trading costs | trading signals | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory |
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