John Kiskiras

Independent

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Portfolio Rebalancing: A Stable Source of Alpha?

Number of pages: 13 Posted: 23 Jan 2013
John Kiskiras and Andrea Nardon
Independent and Sarasin & Partners LLP
Downloads 1,519 (15,561)

Abstract:

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rebalancing bonus, mean-reversion, portfolio rebalancing

2.

An Overview of Systematic Allocations

Number of pages: 15 Posted: 25 Sep 2013 Last Revised: 07 Oct 2013
John Kiskiras and Andrea Nardon
Independent and Sarasin & Partners LLP
Downloads 185 (207,831)

Abstract:

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Systematic Allocations, Smart Beta, Risk Parity, Diversification