The increased return generated by rebalancing a diversified portfolio of negatively correlated assets results from a decrease in the assets' risk drag.

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 (3)

• risk drag concept
• rebalancing concept
• diversified portfolio concept