Markets
Lucky Numbers: The overlooked Role of Rebalance Timing Luck
Download PDF Introduction: Rebalance Timing Luck Every trading strategy has some turnover in its portfolio constituents; otherwise, it would simply be a buy-and-hold strategy. Equally, every index has some periodical rebalancing (and turnover) in its constituents. Often, the point in time at which this reshuffling of the portfolio takes place Read more…
