---
title: Smoothing Strategies
url: https://www.ml-quant.com/papers/ssrn/4955388/
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 4955388
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4955388
featured: 2024-09-18
citations: unknown
topic: Trading, Microstructure & Execution
---


# Smoothing Strategies

A new method in a sequential portfolio optimization framework can lower turnover in frequently rebalanced investment strategies by categorizing assets based on their attractiveness and trading volume.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4955388
- Identifier: SSRN 4955388
- Released: 2024-08-30
- First featured: Quant Letter No. 66 (2024-09-18): https://www.ml-quant.com/issues/2024-09-18/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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