The development of an alternative rebalancing strategy for a pension fund / Jeandré Francois Swanepoel

Portfolio managers typically have two choices: let the portfolio drift with the markets or give direction to the portfolio by rebalancing according to a target allocation. Simply allowing the portfolio to drift with the markets without rebalancing is no longer appropriate. This leaves portfolio mana...

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Bibliographic Details
Main Author: Swanepoel, Jeandré Francois
Published: North-West University 2009
Online Access:http://hdl.handle.net/10394/1642