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 .
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