In this note, we explore equity share rebalancing using no-trade band rules. We compare rules based on their implications for the behaviour of the equity share, expected returns, turnover and transaction costs.
Publisher
Norges Bank Investment Management
Series
Discussion Note;1/2018 Diskusjonsnotat;1/2018
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal