The Term Structure of the Rebalancing Premium

Xiaoyang Liu and Vivek Viswanathan
The Journal of Investing June 2020, 29 (4) 116-125; DOI: https://doi.org/10.3905/joi.2020.1.127

Article Information

vol. 29 no. 4 116-125
DOI 
https://doi.org/10.3905/joi.2020.1.127
Published By 
Pageant Media Ltd
Print ISSN 
1068-0896
Online ISSN 
2168-8613
History 
  • Published online June 1, 2020.

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© 2020 Pageant Media Ltd

Author Information

  1. Xiaoyang Liu
    1. is a vice president of research at Rayliant Global Advisors in Central, Hong Kong. (priscilla.liu{at}rayliant.com)
  2. Vivek Viswanathan
    1. is the head of research at Rayliant Global Advisors in Central, Hong Kong. (vivek.viswanathan{at}rayliant.com )
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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The Term Structure of the Rebalancing Premium
Xiaoyang Liu, Vivek Viswanathan
The Journal of Investing May 2020, 29 (4) 116-125; DOI: 10.3905/joi.2020.1.127
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