Tradeoff Between Tracking Error & Turnover in Portfolio Rebalancing
There's a balance between tracking error and turnover in rebalancing choices, with calendar-based methods being less efficient than tolerance bands, and no proof that rebalancing choices can consistently boost expected returns.
Featured in No. 14 on 30 Aug 2023 ·
- Released
- 3 Jun 2021
- First featured
- No. 14 · 30 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4552359
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