Measuring Portfolio Rebalancing Benefits in Equity Markets
Jean-Michel Maeso and Lionel Martellini
The Journal of Portfolio Management March 2020, jpm.2020.1.130; DOI: https://doi.org/10.3905/jpm.2020.1.130
Jean-Michel Maeso
is senior quantitative researcher at EDHEC-Risk Institute in Nice, France
Lionel Martellini
is professor of finance at EDHEC Business School and director of EDHEC-Risk Institute in Nice, France
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In this issue
The Journal of Portfolio Management
Vol. 47, Issue 3
February 2021
Measuring Portfolio Rebalancing Benefits in Equity Markets
Jean-Michel Maeso, Lionel Martellini
The Journal of Portfolio Management Jan 2020, jpm.2020.1.130; DOI: 10.3905/jpm.2020.1.130