Small cap Driver
Posted: December 13th, 2016, 7:41 am
http://www.indexologyblog.com/2016/12/1 ... p-returns/
n our recent research study, we showed that the June rebalancing effect only accounts for approximately one-half of the long-term excess returns (A Tale of Two Benchmarks).
n our recent research study, we showed that the June rebalancing effect only accounts for approximately one-half of the long-term excess returns (A Tale of Two Benchmarks).