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More on Rebalancing | With Data from Research Affiliates

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While on the topic of rebalancing (see Unsolved Mysteries of Rebalancing), I thought it would be good to highlight another good research paper with some quick rCharts analysis. Arnott, Robert D., et al.The Surprising Alpha from Malkiel’s Monkey and Upside-Down StrategiesThe Journal of Portfolio Management 39.4 (2013): 91-105. I have embedded in an iframe below, but you might get a better

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