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dc.date.accessioned2019-01-08T14:07:20Z
dc.date.available2019-01-08T14:07:20Z
dc.date.issued2012
dc.identifier.urihttp://hdl.handle.net/11250/2579753
dc.descriptionThis paper was part of the NBIM memo ”On rebalancing” (February 2012).nb_NO
dc.description.abstractWe review the theoretical foundation for rebalancing regimes and look at the impact of rebalancing on the portfolio’s risk and return based on historical return data from 1970 to 2011. We compare both different calendar based rebalancing regimes and different threshold based regimes with the performance of a drifting mix portfolio. Towards the end of the note we focus on the specific design of a rebalancing regime. In particular, we look at a trigger based regime and examine different designs of the threshold level, persistence requirement and implementation rule.nb_NO
dc.language.isoengnb_NO
dc.publisherNorges Bank Investment Managementnb_NO
dc.relation.ispartofseriesDiscussion note;3/2012
dc.relation.ispartofseriesDiskusjonsnotat;3/2012
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internasjonal*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/deed.no*
dc.titleEmpirical Analysis of Rebalancing Strategiesnb_NO
dc.title.alternativeEmpirisk analyse av rebalanseringsstrategiernb_NO
dc.typeOthersnb_NO
dc.description.versionpublishedVersionnb_NO
dc.subject.nsiVDP::Samfunnsvitenskap: 200::Økonomi: 210nb_NO
dc.source.pagenumber27nb_NO


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Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal
Med mindre annet er angitt, så er denne innførselen lisensiert som Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal