Factor Rebalancing is a systematic investment methodology that periodically adjusts portfolio weights to maintain targeted exposures to specific risk factors, distinguishing it from passive indexing and dynamic trading strategies by its focus on persistent, rule-based realignment with factor benchmarks.
19
Publications
903
Citations
42
Authors
31
Institutions
Publications per year
2017–2026
4
Parents
Publications
19
Alternate methods of treating factor weights in DEA
Yaakov Roll, Boaz Golany · Omega · 1993 · 244 citations
Do Cash Flows of Growth Stocks Really Grow Faster?
Huafeng Jason Chen · The Journal of Finance · 2017 · 50 citations
Sector Rotation and Monetary Conditions
C. Mitchell Conover, Gerald R. Jensen, Robert R. Johnson et al. · The Journal of Investing · 2008 · 47 citations
1–5 of 19
Authors
42
- RP
2
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- OU
2
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- CM
1
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- FG
1
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- MA
1
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1–5 of 42
Institutions
31
International Monetary Fund
Washington D.C., United States
3 h-index
4 publications
93 citations
Ecole des Hautes Etudes Commerciales du Nord
Roubaix, France
2 h-index
4 publications
109 citations
Texas Tech University
Lubbock, United States
1 h-index
1 publications
47 citations
Banque de France
Paris, France
1 h-index
2 publications
66 citations
Centre for Economic Policy Research
London, United Kingdom
1 h-index
1 publications
61 citations
CFA Institute
Charlottesville, United States
1 h-index
1 publications
47 citations
Luxembourg School of Business
Luxembourg, Luxembourg
1 h-index
1 publications
61 citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
1 h-index
3 publications
129 citations
1–8 of 31
Venues
- SSRN Electronic Journal
Repository · 3 publications · 113 citations
3
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- Financial Analysts Journal
FAJ · 2 publications · 65 citations
2
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- The Journal of Portfolio Management
JPM · 2 publications · 51 citations
2
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- Asian Economic Papers
AEP · 1 publications · 25 citations
1
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- Omega
1 publications · 244 citations
1
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1–5