Threshold Rebalancing
topic on 1 show · 1 statements across 1 episodes
1 statements about Threshold Rebalancing, every show
Peters: Systematic Calendar Rebalancing Outperforms Threshold-Based Approaches
“Threshold is inferior statistically, and the probability of really getting it wrong is much higher, but people are still going to do it. I completely understand why, but if you have, in a way, if you can make the choice to do it in a dispassionate way, over ti…”