publication . Thesis . 2006

The development of an alternative rebalancing strategy for a pension fund

Swanepoel, Jeandré Francois;
Open Access
  • Published: 01 Jan 2006
  • Publisher: North-West University
  • Country: Paraguay
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 allowing the portfolio to drift with the markets without rebalancing is no longer appropriate. This leaves portfolio managers with the second option of giving direction to the portfolio according to a target allocation. 'This can be achieved by implementing an existing rebalancing strategy. Portfolio managers typically rely on ad hoc rebalancing strategies that are either calendar-based, such as monthly...
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