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Оптимальная периодичность ребалансировки

Как часто ребалансировать портфель, чтобы получить максимум доходности за единицу риска? В какой календарный месяц ребалансировка самая выгодная? На эти вопросы можно ответить только применительно к прошлому. Какими бы ни были выводы, они не означают, что в будущем будет так же. Тем не менее, узнать «правильные ответы» для прошлых данных тоже интересно.

https://capital-gain.ru/posts/optimal-rebalancing-period/

#авторские_тексты @capitalgainru



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Оптимальная периодичность ребалансировки

Как часто ребалансировать портфель, чтобы получить максимум доходности за единицу риска? В какой календарный месяц ребалансировка самая выгодная? На эти вопросы можно ответить только применительно к прошлому. Какими бы ни были выводы, они не означают, что в будущем будет так же. Тем не менее, узнать «правильные ответы» для прошлых данных тоже интересно.

https://capital-gain.ru/posts/optimal-rebalancing-period/

#авторские_тексты @capitalgainru

BY Capital-Gain.ru | Инвестирование и финансовая независимость


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