Rebalancing Premium
topic on 1 show · 1 statements across 1 episodes
1 statements about Rebalancing Premium, every show
Bisserier: Balanced index achieves 1% rebalancing premium over underlying components
“What we found is that the average portfolio return is about a percent higher than the average returns of the components. And that comes from a rebalancing benefit that you're consistently buying assets that have fallen in the process of rebalancing and selling…”