Benchmark Rebalancing Calculations
$25
Benchmark calculations for diversified funds involve making assumptions about rebalancing frequency. This paper explores the consequences of choosing different benchmark rebalancing frequencies and shows how to calculate daily weights and returns for benchmarks that are rebalanced monthly, quarterly, or at any other interval.
Author : Damien Laker
Benchmark calculations for diversified funds involve making assumptions about rebalancing frequency. This paper explores the consequences of choosing different benchmark rebalancing frequencies and shows how to calculate daily weights and returns for benchmarks that are rebalanced montly, quarterly, or at any other interval.
