The paper investigates the calendar rebalancing effects on Zagreb Stock Exchange (ZSE) by analyzing daily returns of … the first and the last third of the month, confirming the existence of a calendar rebalancing effect. Proposed investment …" CROBEX index strategy. The robustness of the results is established through a sensitivity analysis of the rebalancing time …

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

problem and study the effectiveness of preventive movements of idle vehicles (i.e., rebalancing) in order to anticipate future … demand. That is, we identify promising rebalancing locations based on historical data and give the model incentives to assign … model in a rolling-horizon framework. The results show that rebalancing is consistently preferable both in terms of profits …

are made at the first stage, while the recourse decisions, related to rebalancing, are made at the second stage. In the … literature, the problem of determining the target inventory levels is solved without taking into account the rebalancing problem …

entire pipeline required for an automatized and data-driven rebalancing process: the use of synthetic and real-world data …