Flirting with Models

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Tag: rebalance timing luck

The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck

Tranching, Trend, and Mean Reversion

While tranching can simply be a way to de-emphasize the impact of a specific rebalancing date choice, it may also introduce momentum effects in a portfolio.

The Dumb (Timing) Luck of Smart Beta

In this research note we explore how performance for smart beta portfolios has been impacted by rebalance timing luck over the last two decades.
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