Return Predictability and Dynamic Asset Allocation:
               How Often Should Investors Rebalance?

Himanshu Almadi; David E. Rapach; Anil Suri

doi:10.3905/jpm.2014.40.4.016

Return Predictability and Dynamic Asset Allocation:
How Often Should Investors Rebalance?

Himanshu Almadi, David E. Rapach and Anil Suri

The Journal of Portfolio Management Summer 2014, 40 (4) 16-27; DOI: https://doi.org/10.3905/jpm.2014.40.4.016

Himanshu Almadi

is the director of portfolio construction and investment analytics at Merrill Lynch Wealth Management in New York, NY.

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For correspondence: himanshu_almadi@ml.com

David E. Rapach

is a professor of economics at the John Cook School of Business at Saint Louis University in St. Louis, MO, and a consultant to Merrill Lynch Wealth Management in New York, NY.

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For correspondence: rapachde@slu.edu

Anil Suri

is head of portfolio construction and investment analytics at Merrill Lynch Wealth Management in New York, NY.

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For correspondence: anil_suri@ml.com

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The Journal of Portfolio Management

Vol. 40, Issue 4

Summer 2014

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Return Predictability and Dynamic Asset Allocation:
How Often Should Investors Rebalance?