Concepedia

Multi-period Rebalancing

Multi-Period Rebalancing is a portfolio rebalancing strategy that systematically adjusts asset allocations at multiple discrete intervals over an investment horizon to maintain target weights or adapt to changing market conditions, distinguishing itself from single-period approaches by incorporating dynamic revaluation and decision-making across time.

7

Publications

383

Citations

18

Authors

16

Institutions

Publications per year

2017–2026

3

Parents

Publications

7

Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?

Harald Hau, Hélène Rey · American Economic Review · 2004 · 209 citations

, , +16

Dynamic Portfolio Selection Methods for Power Generation Assets

Barbara Glensk, Reinhard Madlener · SSRN Electronic Journal · 2011 · 82 citations · Full text

, , +16

Dynamic rebalancing optimization for bike-sharing systems: A modeling framework and empirical comparison

Jiaqi Liang, Sanjay Dominik Jena, Andrea Lodi · European Journal of Operational Research · 2024 · 23 citations · Full text

, , +17

Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies

Hubert Dichtl, Wolfgang Drobetz, Martin Wambach · Financial markets and portfolio management · 2014 · 21 citations

, , +13

How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study

Carlos Esparcia, A. J. Díaz, Daniel Alonso · Energy Economics · 2023 · 17 citations

, , +17

1–5 of 7

Authors

18

  1. CE
    Carlos Esparcia

    University of Castilla-La Mancha, Spain

    1 publications · 17 citations

    1

    h-index

  2. FE
    Frederick E. Dopfel

    Barclays (United Kingdom), United Kingdom

    1 publications · 17 citations

    1

    h-index

  3. BG
    Barbara Glensk

    RWTH Aachen University, Germany

    1 publications · 82 citations

    1

    h-index

  4. ZA
    Zati Aqmar Zaharudin

    Universiti Teknologi MARA, Malaysia

    1 publications · 14 citations

    1

    h-index

  5. HH
    Harald Hau

    Swiss Finance Institute, Switzerland

    1 publications · 209 citations

    1

    h-index

1–5 of 18

Institutions

16

  1. University of Castilla-La Mancha

    Ciudad Real, Spain

    1 h-index

    3 publications

    51 citations

  2. Universität Hamburg

    Hamburg, Germany

    1 h-index

    2 publications

    42 citations

  3. Oldham Council

    Oldham, United Kingdom

    1 h-index

    1 publications

    17 citations

  4. RWTH Aachen University

    Aachen, Germany

    1 h-index

    2 publications

    164 citations

  5. Malaysia Theological Seminary

    Seremban, Malaysia

    1 h-index

    1 publications

    14 citations

  6. INSEAD

    Fontainebleau, France

    1 h-index

    1 publications

    209 citations

  7. Université du Québec à Montréal

    Montreal, Canada

    1 h-index

    1 publications

    23 citations

  8. Woodrow Wilson International Center for Scholars

    Washington, United States

    1 h-index

    1 publications

    209 citations

1–8 of 16

Venues

  1. European Journal of Operational Research

    1 publications · 23 citations

    1

    h-index

  2. American Economic Review

    1 publications · 209 citations

    1

    h-index

  3. SSRN Electronic Journal

    Repository · 1 publications · 82 citations

    1

    h-index

  4. Energy Economics

    1 publications · 17 citations

    1

    h-index

  5. Socio-Economic Planning Sciences

    1 publications · 14 citations

    1

    h-index

1–5