天风金工-海外文献推荐-第四十一期an alternative option to portfolio rebalancing.pdfVIP

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天风金工-海外文献推荐-第四十一期an alternative option to portfolio rebalancing.pdf

* An Alternative Option to Portfolio Rebalancing Roni Israelov Harsha Tummala October 2017 We explore the use of an option selling overlay to improve portfolio rebalancing. Within a multi-asset class portfolio, portfolio weights deviate from targets as asset va

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