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Abstracts prior to volume 5(1) have been archived!

Issue 5(1), October 2010 -- Paper Abstracts
Girard  (p. 9-22)
Cooper (p. 23-32)
Kunz-Osborne (p. 33-41)
Coulmas-Law (p.42-46)
Stasio (p. 47-56)
Albert-Valette-Florence (p.57-63)
Zhang-Rauch (p. 64-70)
Alam-Yasin (p. 71-78)
Mattare-Monahan-Shah (p. 79-94)
Nonis-Hudson-Hunt (p. 95-106) 



JOURNAL OF ACCOUNTING AND FINANCE 


Can We Make the Permanent Portfolio Even Better by Rebalancing More Frequently or by Changing the Rebalancing Day?

Author(s): Tommy Man-Hung Wong, Kevin Chi- Keung Li

Citation: Tommy Man-Hung Wong, Kevin Chi- Keung Li, (2018) "Can We Make the Permanent Portfolio Even Better by Rebalancing More Frequently or by Changing the Rebalancing Day?",  Journal of Accounting and Finance, Vol. 18, ss. 4, pp.80-86

Article Type: Research paper

Publisher: North American Business Press

Abstract:

In this paper, we would investigate whether the performance of the permanent portfolio can be further
improved by varying the frequency of rebalancing or by doing rebalancing on a non-month end day. The performance of the portfolio rebalanced on an annual basis was compared with rebalancing on a
quarterly basis. The result was negative and the more frequent rebalancing would adversely affect the
performance. Another factor we investigate was whether there would be advantage for rebalancing on the in the middle of the month, comparing with rebalancing at the end of the month. The result was again negative.