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Optimal Portfolio Rebalancing Strategy: Evidence from Finnish Stocks: An analysis of three broad portfolio rebalancing strategies using Finnish stock data

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Optimal Portfolio Rebalancing Strategy: Evidence from Finnish Stocks: An analysis of three broad portfolio rebalancing strategies using Finnish stock data

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    Available in PDF Format | Optimal Portfolio Rebalancing Strategy: Evidence from Finnish Stocks: An analysis of three broad portfolio rebalancing strategies using Finnish stock data.pdf | English
    Akinwunmi Savage (Author)
Portfolio rebalancing is an established concept in portfolio management and investing generally. Assets within a portfolio have different return and risk prospects, and this inevitably leads them to drift away from their initial allocation weights overtime. Portfolio rebalancing is arguably the only method by which such assets can be reset to their initial weights, thus ensuring the portfolio reflects the risk appetite of the investor. The analysis of an equally weighted portfolio of 19 Finnish stocks from the Helsinki OMX25 index over the study period of May, 2000 to April, 2010 proved, amongst other things, that rebalancing provides rewards in terms of improved returns compared to not rebalancing at all.
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Book details

  • PDF | 64 pages
  • Akinwunmi Savage (Author)
  • LAP LAMBERT Academic Publishing (27 Aug. 2010)
  • English
  • 8
  • Business, Finance Law
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