Concepedia

Index Rebalancing

Index Rebalancing is a methodological procedure in financial portfolio management that systematically adjusts the constituent weights of a security index to maintain alignment with predefined criteria, such as market capitalization or float adjustments, thereby ensuring the index accurately reflects the targeted market segment.

18

Publications

1K

Citations

36

Authors

24

Institutions

Publications per year

2017–2026

1

Parents

Publications

18

Demand Curves for Stocks <i>Do</i> Slope Down: New Evidence from an Index Weights Adjustment

Aditya Kaul, Vikas Mehrotra · The Journal of Finance · 2000 · 395 citations

, , +9

Information Costs and Liquidity Effects from Changes in the Dow Jones Industrial Average List

Messod D. Beneish, John C. Gardner · Journal of Financial and Quantitative Analysis · 1995 · 134 citations

, , +17

Enhanced indexation based on second-order stochastic dominance

Diana Roman, Gautam Mitra, Victor Zverovich · European Journal of Operational Research · 2013 · 100 citations · Full text

, , +17

Optimal construction and rebalancing of index-tracking portfolios

Oliver Strub, Philipp Baumann · European Journal of Operational Research · 2017 · 77 citations

, , +14

Stock Price and Volume Effects Associated with Compositional Changes in European Stock Indices

Cristina Vespro · European Financial Management · 2006 · 39 citations · Full text

, , +16

1–5 of 18

Authors

36

  1. MD
    Messod D. Beneish

    Indiana University, United States

    2 publications · 148 citations

    2

    h-index

  2. KM
    Kewei Ming

    2 publications · 24 citations

    2

    h-index

  3. AM
    Ananth Madhavan

    BlackRock (United States), United States

    2 publications · 24 citations

    2

    h-index

  4. DR
    Diana Roman

    Brunel University of London, United Kingdom

    2 publications · 118 citations

    2

    h-index

  5. GM
    Gautam Mitra

    Brunel University of London, United Kingdom

    2 publications · 118 citations

    2

    h-index

1–5 of 36

Institutions

24

  1. Brunel University of London

    London, United Kingdom

    2 h-index

    6 publications

    354 citations

  2. Baruch College

    New York, United States

    1 h-index

    1 publications

    20 citations

  3. University of Iowa

    Iowa City, United States

    1 h-index

    1 publications

    35 citations

  4. Indiana University

    Bloomington, United States

    1 h-index

    1 publications

    14 citations

  5. Villanova University

    Radnor, United States

    1 h-index

    1 publications

    20 citations

  6. University of Alberta

    Edmonton, Canada

    1 h-index

    2 publications

    790 citations

  7. Texas A&M International University

    Laredo, United States

    1 h-index

    1 publications

    22 citations

  8. Statistics Belgium

    Brussels, Belgium

    1 h-index

    1 publications

    39 citations

1–8 of 24

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 82 citations

    4

    h-index

  2. The Journal of Investing

    2 publications · 22 citations

    2

    h-index

  3. European Journal of Operational Research

    2 publications · 177 citations

    2

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 2 publications · 161 citations

    2

    h-index

  5. Financial Analysts Journal

    FAJ · 1 publications · 35 citations

    1

    h-index

1–5