rebalancing premium
1 statements across 1 episodes · 1 bullish · 0 bearish · 1 people on the record · first statement Mar 1, 2021 by Damien Bisserier · across every show →
Everything said about rebalancing premium, oldest first
Mar 1, 2021 positive
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…”