We consider daily, weekly, monthly, quarterly, and yearly rebalancing, altogether 43 versions<\/strong>, and show you the chart with the best and worst performing. The most important chart, the rebalancing alpha<\/strong>, follows. The chart shows what\u2019s the outperformance or underperformance of the average weekly, monthly, quarterly, or yearly rebalance compared to the daily rebalanced model portfolio. The chart helps to answer the question of whether it is, on average, better to rebalance the portfolio more often or with a lesser frequency. Afterward, we present summary tables with the return and risk characteristics for each rebalancing variant, together with the performance dispersion table.<\/p>\n\n\n\n Let\u2019s also quickly recapitulate Quantpedia Premium<\/strong><\/a> development:<\/p>\n\n\n\n Additionally, 6 new articles were published on the Quantpedia blog<\/a> in the previous month, 5x analysis of academic research paper and 1x Quantpedia study<\/strong>:<\/p>\n\n\n\n And here are links to 5x analysis of research papers:<\/strong><\/p>\n\n\n\n How to Use ETF Flows to Predict Subsequent Daily ETF Performance<\/a><\/strong> Which ESG Funds Perform Greenwashing?<\/a><\/strong> What Is an Optimal Allocation to Cryptocurrencies?<\/a><\/strong> Size Factor vs. Monetary Policy Regime<\/a><\/strong> 160 Years of Wars and Disasters in Markets<\/a><\/strong> Yours \u2026<\/p>\n\n\n\n Radovan Vojtko \u00bfBuscas m\u00e1s estrategias para leer? Suscr\u00edbete a nuestro bolet\u00edn informativo<\/a> o visite nuestra Blog<\/a> o Evaluador<\/a><\/strong>.<\/p>\n\n\n\n \u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Premium? Consulta C\u00f3mo funciona Quantpedia<\/a>, nuestra misi\u00f3n<\/a> y Oferta de precios premium<\/a>.<\/strong><\/p>\n\n\n\n \u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Pro? Compru\u00e9balo descripci\u00f3n<\/a>, mirar videos<\/a>, revisar capacidades de generaci\u00f3n de informes<\/a> y visite nuestro oferta de precios<\/a>.<\/strong><\/p>\n\n\n\n \u00bfBuscas datos hist\u00f3ricos o plataformas de backtesting? Consulta nuestra lista de Descuentos en Algo Trading<\/a><\/strong>.<\/p>\n\n\n\n \u00bfTe gustar\u00eda tener acceso gratuito a? nuestros servicios<\/a>? Entonces, Abre una cuenta con Lightspeed.<\/a> y disfrute de un a\u00f1o de Quantpedia Premium sin costo alguno.<\/strong><\/p>\n\n\n\n O s\u00edguenos en:<\/strong><\/p>\n\n\n\n Facebook Grupo<\/a>, Facebook P\u00e1gina<\/a>, Gorjeo<\/a>, LinkedIn<\/a>, Medio<\/a> o YouTube<\/a><\/strong><\/p>","protected":false},"excerpt":{"rendered":" Hello all,<\/p>\n What have we accomplished in the last month?<\/p>\n \u2013 One new Quantpedia Pro report \u2013 the Rebalancing Analysis![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/02\/Picture-259-Portfolio-Rebalancing-v1.png\")
<\/figure>\n\n\n\n![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/02\/Picture-260-Portfolio-Rebalancing-v1-713x1024.png\")
<\/figure>\n\n\n\n
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Autores:<\/strong> Liao Xu, Xiangkang Yin and Jing Zhao
T\u00edtulo:<\/strong> Are the Flows of Exchange-Traded Funds Informative?<\/p>\n\n\n\n
Authors<\/strong>: Andrikogiannopoulou, Angie and Krueger, Philipp and Mitali, Shema Fr\u00e9d\u00e9ric, and Papakonstantinou, Filippos
Title<\/strong>: Discretionary Information in ESG Investing: A Text Analysis of Mutual Fund Prospectuses<\/p>\n\n\n\n
Autores:<\/strong> Ran Duchin, David H. Solomon, Jun Tu, Xi Wang
T\u00edtulo:<\/strong> The Cryptocurrency Participation Puzzle<\/p>\n\n\n\n
Autores:<\/strong> Marc William Simpson and Axel Grossmann
T\u00edtulo:<\/strong> The Resurrected Size Effect Still Sleeps in the (Monetary) Winter<\/p>\n\n\n\n
Autores:<\/strong> Dat Mai and Kuntara Pukthuanthong
T\u00edtulo:<\/strong> Time Series and Cross-sectional Evidence from the Stock and Bond Markets<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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\n\u2013 9 new Quantpedia Premium<\/strong><\/a> strategies have been added to our database
\n\u2013 10 new related research papers have been included in existing Premium strategies during the last month
\n\u2013 Additionally, we have produced 9 new backtests written in QuantConnect<\/strong><\/a> code
\n\u2013 And finally, 5+1 new blog posts that you may find interesting have been published on our Quantpedia blog<\/strong><\/a> in the previous month<\/p>","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-24490","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/24490","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/comments?post=24490"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/24490\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=24490"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=24490"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=24490"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}