Stock Market Rebalancing
The article suggests that annual rebalancing of index funds could improve returns by 40 bps per year, due to adverse selection costs from changes in the stock market composition.
Featured in No. 81 on 8 Jan 2025 · 6 days after release
- Released
- 2 Jan 2025
- First featured
- No. 81 · 8 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5080459
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