Mattei, Michael D. - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-9
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 …