Rebalancing and Diversification Return – Evidence from the German Stock Market
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- Frieder Meyer-Bullerdiek, 2018. "Portfolio rebalancing versus buy-and-hold: A simulation based study with special consideration of portfolio concentration," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(5), pages 1-4.
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Keywords
portfolio rebalancing; diversification return; rebalancing return; buyand hold; autocorrelation; volatility return; diversification ratio.;All these keywords.
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