Search Results - subject:"Rebalancing"

Insurance corporations' balance sheets, financial stability and monetary policy

Kaufmann, Christoph; Leyva, Jaime; Storz, Manuela - 2024

sector. We also find evidence of portfolio re-balancing consistent with the risk-taking channel of monetary policy. After a …

Persistent link: https://www.econbiz.de/10014543633

Smart rebalancing

Arnott, Robert D.; Li, Feifei; Linnainmaa, Juhani - In: Financial analysts journal : FAJ 80 (2024) 2, pp. 26-51

Persistent link: https://www.econbiz.de/10014576170

Analysing financial market integration between stock and precious metals indices

Manuel, Áureo; Dias, Rui; Galvão, Rosa; Varela, Miguel - In: International journal of economics and financial issues … 14 (2024) 4, pp. 222-238

Persistent link: https://www.econbiz.de/10014632259

Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm

Bağcı, Mahmut; Soylu, Pınar Kaya - In: Financial innovation : FIN 10 (2024), pp. 1-28

We propose a high-frequency rebalancing algorithm (HFRA) and compare its performance with periodic rebalancing (PR) and … threshold rebalancing (TR) strategies. PR refers to the process of adjusting the relative weight of assets within portfolios at … regular time intervals, whereas TR is a process of setting allocation limits for portfolios and rebalancing when portfolios …

Persistent link: https://www.econbiz.de/10014541693