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Что такое Пороговое ребалансирование?

Пороговое ребалансирование A systematic portfolio rebalancing method in which asset weights are adjusted only when they drift beyond predefined thresholds, optimizing transaction costs and tracking error.

Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

How is “Пороговое ребалансирование” Used in Practice?

Пороговое ребалансирование снижает оборачиваемость портфеля, активируя сделки только при выходе долей активов за пределы установленных диапазонов.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

Что такое Пороговое ребалансирование?

A systematic portfolio rebalancing method in which asset weights are adjusted only when they drift beyond predefined thresholds, optimizing transaction costs and tracking error.

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