Portfolio Rebalancing: Tradeoffs and Decisions

SSRN Electronic Journal ◽

10.2139/ssrn.3858951 ◽

2021 ◽

Author(s):

Xing Hong ◽

Philipp Meyer-Brauns

Keyword(s):

Portfolio Rebalancing

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A Rational Explanation of Disposition Effect: Portfolio Rebalancing with Transaction Costs

SSRN Electronic Journal ◽

10.2139/ssrn.2589907 ◽

2015 ◽

Author(s):

Min Dai ◽

Hong Liu ◽

Jing Xu

Keyword(s):

Transaction Costs ◽

Disposition Effect ◽

Portfolio Rebalancing ◽

Rational Explanation

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Multi-Period Portfolio Rebalancing with Personal Tax

SSRN Electronic Journal ◽

10.2139/ssrn.2840039 ◽

2016 ◽

Author(s):

Ganlin Xu

Keyword(s):

Portfolio Rebalancing ◽

Personal Tax

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Analytical Solutions of Optimal Portfolio Rebalancing

SSRN Electronic Journal ◽

10.2139/ssrn.3075547 ◽

2017 ◽

Author(s):

Ding Liu

Keyword(s):

Analytical Solutions ◽

Optimal Portfolio ◽

Portfolio Rebalancing

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Polycyclic Portfolio Rebalancing via an Economy's Relative Information Processing Ratio

SSRN Electronic Journal ◽

10.2139/ssrn.3173981 ◽

2018 ◽

Author(s):

Edgar Parker

Keyword(s):

Information Processing ◽

Portfolio Rebalancing ◽

Relative Information

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Portfolio Rebalancing and Score-based Portfolio Choice

SSRN Electronic Journal ◽

10.2139/ssrn.3493735 ◽

2019 ◽

Author(s):

Dominic Cervicek

Keyword(s):

Portfolio Choice ◽

Portfolio Rebalancing

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Consumption and Portfolio Rebalancing Response of Households to Monetary Policy: Evidence of the HANK Channel

SSRN Electronic Journal ◽

10.2139/ssrn.3585541 ◽

2020 ◽

Author(s):

Sumit Agarwal ◽

Yeow Hwee Chua ◽

Pulak Ghosh ◽

Changcheng Song

Keyword(s):

Monetary Policy ◽

Portfolio Rebalancing

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Portfolio rebalancing in times of stress

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2021.102360 ◽

2021 ◽

pp. 102360

Author(s):

Andreas M. Fischer ◽

Rafael P. Greminger ◽

Christian Grisse ◽

Sylvia Kaufmann

Keyword(s):

Portfolio Rebalancing

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Portfolio Rebalancing and Asset Pricing with Heterogeneous Inattention

SSRN Electronic Journal ◽

10.2139/ssrn.2900151 ◽

2017 ◽

Cited By ~ 47

Author(s):

Omar Rachedi

Keyword(s):

Asset Pricing ◽

Portfolio Rebalancing

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An Alternative Option to Portfolio Rebalancing

SSRN Electronic Journal ◽

10.2139/ssrn.3061975 ◽

2017 ◽

Author(s):

Roni Israelov ◽

Harsha Tummala

Keyword(s):

Portfolio Rebalancing ◽

Alternative Option

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The CSPP at Work - Yield Heterogeneity and the Portfolio Rebalancing Channel

SSRN Electronic Journal ◽

10.2139/ssrn.3373542 ◽

2019 ◽

Author(s):

Andrea Zaghini

Keyword(s):

Portfolio Rebalancing

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