[PDF][PDF] The global market portfolio
G Gadzinski, M Schuller… - The Journal of Portfolio …, 2021 - stiftung-nextgen.at
Two years after the global capital stock of Gadzinski, Schuller, and Vacchino (2018) and 36
years after the world market wealth portfolio of Ibbotson, Siegel, and Love (1985), investors …
years after the world market wealth portfolio of Ibbotson, Siegel, and Love (1985), investors …
The Term Structure of the Rebalancing Premium
X Liu, V Viswanathan - The Journal of Investing, 2020 - pm-research.com
The optimal rebalance interval that maximizes the expected geometric return of passive
strategies decreases in relation to increasing asset volatility, increasing dispersion in asset …
strategies decreases in relation to increasing asset volatility, increasing dispersion in asset …