Portfolio Rebalancing is the systematic process of realigning the proportions of assets within a portfolio to maintain a desired strategic allocation, thereby adjusting holdings that have drifted due to differential asset performance or changing investment objectives.
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313
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231
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2017–2026
32
Publications
162
Thomas M. Cover · Mathematical Finance · 1991 · 572 citations
Portfolio Rebalancing and the Turn‐of‐the‐Year Effect
Jay R. Ritter, Navin Chopra · The Journal of Finance · 1989 · 171 citations · Full text
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1–5 of 313
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231
National Bureau of Economic Research
Cambridge, United States
10 h-index
17 publications
1.5K citations
Centre for Economic Policy Research
London, United Kingdom
8 h-index
8 publications
298 citations
Federal Reserve Bank of St. Louis
St Louis, United States
5 h-index
6 publications
304 citations
Ecole des Hautes Etudes Commerciales du Nord
Roubaix, France
4 h-index
6 publications
225 citations
Duke University
Durham, United States
4 h-index
4 publications
72 citations
Stockholm School of Economics
Stockholm, Sweden
4 h-index
4 publications
610 citations
European Central Bank
Frankfurt am Main, Germany
4 h-index
6 publications
209 citations
University of Manchester
Manchester, United Kingdom
4 h-index
6 publications
152 citations
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Venues
- SSRN Electronic Journal
Repository · 30 publications · 930 citations
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- The Journal of Portfolio Management
JPM · 13 publications · 416 citations
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- The Journal of Investing
6 publications · 196 citations
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- European Journal of Operational Research
4 publications · 445 citations
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- Quantitative Finance
4 publications · 178 citations
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