---
title: Timing the Tide: The Impact of Rebalancing Periods in Momentum Investing in Indian Equities
url: https://www.ml-quant.com/papers/ssrn/4687044/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4687044
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4687044
featured: 2024-01-09
citations: 2
topic: Portfolio & Allocation
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4687044
- Identifier: SSRN 4687044
- Released: 2024-01-08
- First featured: Quant Letter No. 32 (2024-01-09): https://www.ml-quant.com/issues/2024-01-09/
- Citations (Semantic Scholar): 2
- Published in: not yet
- Topic: Portfolio & Allocation

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