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Article

Practical Applications of Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?

Himanshu Almadi, David E. Rapach, Anil Suri and Barbara J. Mack
Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.083
Himanshu Almadi
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David E. Rapach
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Anil Suri
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Barbara J. Mack
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Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance? Himanshu Almadi David E Rapach Anil Suri

Abstract

Rebalancing frequency can have a significant impact on portfolio returns. The source article was published in The Journal of Portfolio Management . It assesses the benefits of dynamic asset allocation under different time horizons and offers observations on performance over the past four decades. The research examined the years 1965 to 2012. Portfolio managers and researchers will gain insights on the predictability of returns and groundwork for further studies on complex rebalancing strategies.

This report comprises excerpts from an interview with co-author David Rapach , Professor of Economics at Saint Louis University’s John Cook School of Business and Consultant to Merrill Lynch Wealth Management .

  • The content is made available for your general information and use and is not intended for trading or other specific investment advice purposes or to address your particular requirements. We do not represent or endorse the accuracy or reliability of any advice, opinion, statement, or other information provided any user of this publication. Reliance upon any opinion, advice, statement, or other information shall also be at your own risk. Independent advice should be obtained before making any such decision. Any arrangements made between you and any third party named in this publication are at your sole risk.
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Practical Applications: 2 (3)
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Practical Applications of Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?
Himanshu Almadi, David E. Rapach, Anil Suri
Practical Applications Jan 2015, 2 (3) DOI: 10.3905/pa.2015.2.3.083

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Practical Applications of Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?
Himanshu Almadi, David E. Rapach, Anil Suri
Practical Applications Jan 2015, 2 (3) DOI: 10.3905/pa.2015.2.3.083
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