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Rebalance Timing Luck: The Difference between Hired and Fired

Corey Hoffstein, Daniel “Justin” Sibears and Nathan Faber
The Journal of Beta Investment Strategies Summer 2019, 10 (1) 27-36; DOI: https://doi.org/10.3905/jii.2019.1.070
Corey Hoffstein
is co-founder and chief investment officer at Newfound Research in Boston, MA
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Daniel “Justin” Sibears
is a former managing director and portfolio manager at Newfound Research in Boston, MA
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Nathan Faber
is a vice president at Newfound Research in Boston, MA
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The Journal of Index Investing: 10 (1)
The Journal of Beta Investment Strategies
Vol. 10, Issue 1
Summer 2019
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Rebalance Timing Luck: The Difference between Hired and Fired
Corey Hoffstein, Daniel “Justin” Sibears, Nathan Faber
The Journal of Beta Investment Strategies May 2019, 10 (1) 27-36; DOI: 10.3905/jii.2019.1.070

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Rebalance Timing Luck: The Difference between Hired and Fired
Corey Hoffstein, Daniel “Justin” Sibears, Nathan Faber
The Journal of Beta Investment Strategies May 2019, 10 (1) 27-36; DOI: 10.3905/jii.2019.1.070
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  • Article
    • Abstract
    • WHO SHOULD CARE?
    • MINIMIZING REBALACE TIMING LUCK WITH OVERLAPPING SUB-INDEXES
    • DERIVING AN ESTIMATE FOR REBALANCE TIMING LUCK
    • CONCLUSION
    • ACKNOWLEDGMENTS
    • ENDNOTES
    • REFERENCES
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