The development of an alternative rebalancing strategy for a pension fund
Swanepoel, Jeandré Francois;
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