Concepedia

Calendar Rebalancing

Calendar Rebalancing is a portfolio rebalancing method that systematically restores asset allocations to target weights at predetermined, regular time intervals irrespective of market movements or threshold breaches.

2

Publications

22

Citations

5

Authors

3

Institutions

Publications per year

2017–2026

2

Variants

Time-based Rebalancing

Parents

Publications

2

1–3 of 2

Authors

5

  1. KT
    Karamfil Todorov

    Bank for International Settlements, Switzerland

    1 publications · 11 citations

    1

    h-index

  2. OV
    Otto Van Hemert

    Asser Institute, Netherlands

    1 publications · 11 citations

    1

    h-index

  3. CR
    Campbell R. Harvey

    Duke University, United States

    1 publications · 11 citations

    1

    h-index

  4. SR
    Sandy Rattray

    Duke University, United States

    1 publications · 11 citations

    1

    h-index

  5. NG
    Nick Granger

    Duke University, United States

    1 publications · 11 citations

    1

    h-index

1–5 of 5

Institutions

3

  1. Bank for International Settlements

    Basel, Switzerland

    1 h-index

    1 publications

    11 citations

  2. Duke University

    Durham, United States

    1 h-index

    1 publications

    11 citations

  3. ISCO International (United States)

    Schaumburg, United States

    1 h-index

    1 publications

    11 citations

1–3 of 3

Venues

  1. SSRN Electronic Journal

    Repository · 1 publications · 11 citations

    1

    h-index

  2. The Journal of Portfolio Management

    JPM · 1 publications · 11 citations

    1

    h-index

  3. European Finance Review

    1 publications · 11 citations

1–3