An Enhanced Investment Process

Richard O. Michaud ()
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Richard O. Michaud: New Frontier Advisors

Chapter Chapter 7 in Finance's Wrong Turns, 2023, pp 93-103 from Springer

Abstract: Abstract Successful asset management requires not only construction of investment effective portfolios but also an investment process of continuous monitoring and efficient trading over time. Portfolios necessarily age and drift from optimal weights.

Keywords: Multivariate linear regression; non-overlapping rebalancing; portfolio rebalancing (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/978-3-031-21863-7_7

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