Meaning Equal probability rebalancing
What does Equal probability rebalancing mean? Below you find one meaning for the word Equal probability rebalancing You can also add a definition of Equal probability rebalancing yourself
1 |
0
0
Equal probability rebalancingRebalancing in which the manager specifies a corridor for each asset class as a common multiple of the standard deviation of the asset class’s returns. Rebalancing to the target proportions occurs when any asset class weight moves outside its corridor.
|
| << Enterprise value | Equal weighted >> |