Hilliard, Jimmy E.; Hilliard, Jitka - In: Review of Pacific Basin Financial Markets and Policies … 18 (2015) 01, pp. 1550006-1
We examine buy and hold and a number of rebalancing strategies on a portfolio of indices that are tracked by ETFs. The indices include Barkley's treasuries and MSCI indices on emerging markets, Pacific and European markets, value funds, and growth funds. Portfolios are rebalanced using threshold...