Automated portfolio rebalancing : Automatic erosion of investment performance?

Faculty/Professorship: Finance  
Author(s): Horn, Matthias  ; Oehler, Andreas  
Title of the Journal: The journal of asset management : a major new, international quarterly journal for the financial community
ISSN: 1470-8272, 1479-179X
Publisher Information: Basingstoke : Palgrave Macmillan
Year of publication: 2021
Volume: 21
Issue: 6
Pages: 489-505
Language(s): English
DOI: 10.1057/s41260-020-00183-0
Peer Reviewed: Ja
International Distribution: Ja
Type: Article
Release Date: 16. December 2020