https://blog.thinknewfound.com/2020/08/rebalance-timing-luck-the-dumb-luck-of-smart-beta/
Rebalance Timing Luck: The (Dumb) Luck of Smart Beta - Flirting with Models
Aug 14, 2020 - We are proud to announce the release of our newest paper, Rebalance Timing Luck: The (Dumb) Luck of Smart Beta. Abstract Prior research and empirical...
rebalance timing lucksmart betadumb
https://www.claroadvisors.com/posts/the-hidden-cost-in-costless-put-spread-collars/
The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck | Claro Advisors
Prior research and empirical investment results demonstrate that strategy performance can be highly sensitive to rebalance schedules, an effect called...