The development of an alternative rebalancing strategy for a pension fund

Doctoral thesis OPEN
Swanepoel, Jeandré Francois;
(2006)
  • Publisher: North-West University

Thesis (Ph.D. (Risk Management))--North-West University, Potchefstroom Campus, 2007. Portfolio managers typically have two choices: let the portfolio drift with the markets or give direction to the portfolio by rebalancing according to a target allocation. Simply all... View more
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