Most portfolio optimizers assume a single uninterrupted investment period, which fails to account for risk drag and prevents the reflection of rules-based rebalancing.

Authors

• Person: Not available Organization: Journal of Financial Planning
  Next Generation Investment Risk Management: Putting the 'Modern ...

Sources

• Next Generation Investment Risk Management: Putting the 'Modern ... www.financialplanningassociation.org Journal of Financial Planning via serper

Referenced by nodes (1)

• risk drag concept