Matches in SemOpenAlex for { <https://semopenalex.org/work/W3134477937> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3134477937 abstract "Robo-advisers enable investors to establish an automated rebalancing strategy for a portfolio usually consisting of stocks and bonds. Since households’ portfolios additionally include further frequently tradable assets like real estate funds, articles of great value and cash(-equivalents), we analyze whether households would benefit from a service that automatically rebalances a portfolio which additionally includes the latter assets. In contrast to previous studies, this paper relies on real-world household portfolios, which are derived from the German central bank’s (Deutsche Bundesbank) Panel on Household Finances (PHF)-Survey. We compute the portfolio performance increase/decrease that households would have achieved by employing rebalancing strategies instead of a buy-and-hold strategy in the period from September 2010 to July 2015 and analyze whether subsamples of households with certain sociodemographic and socioeconomic characteristics would have benefited more from portfolio rebalancing than other household subsamples. The empirical analysis shows that the analyzed German households would not have benefited from an automated rebalancing service and that no subgroup of households would have significantly outperformed another subgroup in the presence of rebalancing strategies." @default.
- W3134477937 created "2021-03-15" @default.
- W3134477937 creator A5057290548 @default.
- W3134477937 creator A5088729148 @default.
- W3134477937 date "2020-09-23" @default.
- W3134477937 modified "2023-09-23" @default.
- W3134477937 title "Automated Portfolio Rebalancing: Automatic Erosion of Investment Performance?" @default.
- W3134477937 hasPublicationYear "2020" @default.
- W3134477937 type Work @default.
- W3134477937 sameAs 3134477937 @default.
- W3134477937 citedByCount "0" @default.
- W3134477937 crossrefType "posted-content" @default.
- W3134477937 hasAuthorship W3134477937A5057290548 @default.
- W3134477937 hasAuthorship W3134477937A5088729148 @default.
- W3134477937 hasConcept C10138342 @default.
- W3134477937 hasConcept C144133560 @default.
- W3134477937 hasConcept C149782125 @default.
- W3134477937 hasConcept C154775046 @default.
- W3134477937 hasConcept C162324750 @default.
- W3134477937 hasConcept C162853370 @default.
- W3134477937 hasConcept C166957645 @default.
- W3134477937 hasConcept C17744445 @default.
- W3134477937 hasConcept C199539241 @default.
- W3134477937 hasConcept C205649164 @default.
- W3134477937 hasConcept C27548731 @default.
- W3134477937 hasConcept C2780378061 @default.
- W3134477937 hasConcept C2780821815 @default.
- W3134477937 hasConcept C69738904 @default.
- W3134477937 hasConcept C82279013 @default.
- W3134477937 hasConcept C94625758 @default.
- W3134477937 hasConceptScore W3134477937C10138342 @default.
- W3134477937 hasConceptScore W3134477937C144133560 @default.
- W3134477937 hasConceptScore W3134477937C149782125 @default.
- W3134477937 hasConceptScore W3134477937C154775046 @default.
- W3134477937 hasConceptScore W3134477937C162324750 @default.
- W3134477937 hasConceptScore W3134477937C162853370 @default.
- W3134477937 hasConceptScore W3134477937C166957645 @default.
- W3134477937 hasConceptScore W3134477937C17744445 @default.
- W3134477937 hasConceptScore W3134477937C199539241 @default.
- W3134477937 hasConceptScore W3134477937C205649164 @default.
- W3134477937 hasConceptScore W3134477937C27548731 @default.
- W3134477937 hasConceptScore W3134477937C2780378061 @default.
- W3134477937 hasConceptScore W3134477937C2780821815 @default.
- W3134477937 hasConceptScore W3134477937C69738904 @default.
- W3134477937 hasConceptScore W3134477937C82279013 @default.
- W3134477937 hasConceptScore W3134477937C94625758 @default.
- W3134477937 hasLocation W31344779371 @default.
- W3134477937 hasOpenAccess W3134477937 @default.
- W3134477937 hasPrimaryLocation W31344779371 @default.
- W3134477937 hasRelatedWork W1525600328 @default.
- W3134477937 hasRelatedWork W1533528527 @default.
- W3134477937 hasRelatedWork W1587234493 @default.
- W3134477937 hasRelatedWork W1897193026 @default.
- W3134477937 hasRelatedWork W2096943822 @default.
- W3134477937 hasRelatedWork W2103770694 @default.
- W3134477937 hasRelatedWork W2147505247 @default.
- W3134477937 hasRelatedWork W2621165087 @default.
- W3134477937 hasRelatedWork W2953735904 @default.
- W3134477937 hasRelatedWork W2992444306 @default.
- W3134477937 hasRelatedWork W3024242044 @default.
- W3134477937 hasRelatedWork W3087909559 @default.
- W3134477937 hasRelatedWork W3095400008 @default.
- W3134477937 hasRelatedWork W3121133650 @default.
- W3134477937 hasRelatedWork W3121510583 @default.
- W3134477937 hasRelatedWork W3122802293 @default.
- W3134477937 hasRelatedWork W3123269009 @default.
- W3134477937 hasRelatedWork W3125645299 @default.
- W3134477937 hasRelatedWork W3185100825 @default.
- W3134477937 hasRelatedWork W3122833186 @default.
- W3134477937 isParatext "false" @default.
- W3134477937 isRetracted "false" @default.
- W3134477937 magId "3134477937" @default.
- W3134477937 workType "article" @default.