Why not low turnover instead of 50/50 for strategic rebalancing ?
A low turnover portfolio, slowly readjusted to fixed weights, performs better than the standard equities/bonds portfolio and is a viable alternative to a simple momentum or value portfolio.
Featured in No. 37 on 14 Feb 2024 · 2 days after release · 0 citations today
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- 12 Feb 2024
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- No. 37 · 14 Feb 2024
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- SSRN 4723034
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