智能再平衡

IF 3.4 3区 经济学 Q1 BUSINESS, FINANCE Financial Analysts Journal Pub Date : 2024-03-14 DOI:10.1080/0015198x.2024.2317323
Rob Arnott, Feifei Li, Juhani Linnainmaa
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引用次数: 0

摘要

实时结果与纸面投资组合表现之间有时存在巨大差距,部分原因在于交易成本、不连续交易、错过交易或其他摩擦,以及资产管理。
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Smart Rebalancing
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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来源期刊
Financial Analysts Journal
Financial Analysts Journal BUSINESS, FINANCE-
CiteScore
5.40
自引率
7.10%
发文量
31
期刊介绍: 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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