{"title":"Smart Rebalancing","authors":"Rob Arnott, Feifei Li, Juhani Linnainmaa","doi":"10.1080/0015198x.2024.2317323","DOIUrl":null,"url":null,"abstract":"The sometimes vast gap between live results and paper portfolio performance is caused in part by trading costs, discontinuous trading, and missed trades or other frictions, along with asset managem...","PeriodicalId":48062,"journal":{"name":"Financial Analysts Journal","volume":"35 1","pages":""},"PeriodicalIF":3.4000,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Financial Analysts Journal","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/0015198x.2024.2317323","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
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Abstract
The sometimes vast gap between live results and paper portfolio performance is caused in part by trading costs, discontinuous trading, and missed trades or other frictions, along with asset managem...
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The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management through the publication of rigorous, peer-reviewed, practitioner-relevant research from leading academics and practitioners.
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