Enhanced Portfolio Performance Using a Momentum Approach to Annual Rebalancing
After diversification, periodic portfolio rebalancing has become one of the most widely practiced methods for reducing portfolio risk and enhancing returns. Most of the rebalancing strategies found in the literature are generally regarded as contrarian approaches to rebalancing. A recent article pro...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-02-01
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| Series: | International Journal of Financial Studies |
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| Online Access: | http://www.mdpi.com/2227-7072/6/1/15 |