Not logged in.
Quick Search - Contribution
Contribution Details
| Type | Master's Thesis |
| Scope | Discipline-based scholarship |
| Title | Analysis of optimal rebalancing frequency from sector-specific stock portfolios |
| Organization Unit | |
| Authors |
|
| Supervisors |
|
| Language |
|
| Institution | University of Zurich |
| Faculty | Faculty of Business, Economics and Informatics |
| Number of Pages | 61 |
| Date | 2019 |
| Abstract Text | The present master’s thesis examines whether there exists an optimal rebalancing frequency for sector-specific stock portfolios, as well as the impact of portfolio construction on the rebalancing frequency. The analysis focuses on the technology and health care sectors. Both sector-specific portfolios, each constructed in two completely different ways, are rebalanced with different frequencies. The results indicate that an optimal rebalancing frequency for every sector-specific portfolio does not exist. Moreover, the analysis evidences an impact of portfolio construction on rebalancing frequency. |
| Export |
BibTeX
|