RT Journal Article
SR Electronic
T1 The Benefits of Rebalancing
JF The Journal of Portfolio Management
FD Institutional Investor Journals
SP 23
OP 32
DO 10.3905/jpm.2002.319829
VO 28
IS 2
A1 Gerald W. Buetow, Jr.
A1 Ronald Sellers
A1 Donald Trotter
A1 Elaine Hunt
A1 Willie A.. Whipple, Jr
YR 2002
UL https://pm-research.com/content/28/2/23.abstract
AB This article analyzes the effects of various rebalancing decisions on the risk and return of a multi–asset class portfolio. The findings show that the daily monitoring of a portfolio coupled with interval rebalancing can add to performance net of costs while simultaneously controlling for risk. Implementing a daily monitoring and interval rebalancing system for the multi–asset class (and multi–managed) portfolio requires attentive professional management with the expertise to address structural obstacles in some asset classes.