Timing the Tide: The Impact of Rebalancing Periods in Momentum Investing in Indian Equities
Shorter rebalancing periods are more effective in capturing academic momentum in portfolios, a study on portfolio sizes, weighting schemes, and rebalancing intervals reveals.
Featured in No. 32 on 9 Jan 2024 · 1 day after release · 2 citations today
- Released
- 8 Jan 2024
- First featured
- No. 32 · 9 Jan 2024
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
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- 5
- Identifier
- SSRN 4687044
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