Title
Analysis of Fixed and Biased Asset Allocation Rebalancing Strategies
Document Type
Article
Publication Title
Managerial Finance
Publication Date
2016
School
W. Fielding Rubel School of Business
Department
Department of Business Administration
Abstract
Over the years a number of tactical, dynamic and strategic approaches for asset allocation have been developed to improve the objectivity of portfolio management. One of the most popular approaches is to annually rebalance a portfolio of six to ten assets classes back to an equal or fixed percentage. Most researchers agree that this is essentially a contrarian strategy. The purpose of this paper is to develop and evaluate an asset allocation methodology using a biasing factor that can implement a momentum strategy for investors who might prefer momentum investing.
Recommended Citation
Mattei et al., Michael, "Analysis of Fixed and Biased Asset Allocation Rebalancing Strategies" (2016). Business Faculty Publications and Presentations. 9.
https://scholarworks.bellarmine.edu/business_fac_pubs/9