There is now a substantial literature on the effects of rebalancing on portfolio performance.
However, this literature contains frequent misattribution between 'rebalancing returns', which …

We apply a stationary bootstrap approach that enables us to test the value added of
rebalancing for stock-bond portfolios using historical data from the United States, the United …

In this paper, we examine rebalancing strategies for long-term institutional investors.
Specifically, we test the difference in risk-adjusted performances between stock-bond …

The optimal rebalance interval that maximizes the expected geometric return of passive
strategies decreases in relation to increasing asset volatility, increasing dispersion in asset …