Factors positively related to the optimal corridor width for portfolio rebalancing include transaction costs, investor risk tolerance, and an asset class’s correlation with the rest of the portfolio.

Authors

• Person: Not available Organization: CFA Institute
  Principles of Asset Allocation | CFA Institute

Sources

• Principles of Asset Allocation | CFA Institute www.cfainstitute.org CFA Institute via serper

Referenced by nodes (1)

• asset classes concept