Webinar (AICPA): An In-Depth Look At Optimal Rebalancing Strategies


The conventional view of rebalancing is that it’s a way to enhance long-term returns for investors while keeping their portfolio on target to achieve long-term goals. However, when rebalancing across different asset classes, like stocks and bonds, systematic rebalancing is more likely to reduce returns with the benefit of also reducing risk. This webcast covers why it’s still necessary to consider the optimal frequency for rebalancing, which as it turns out, is not based on a fixed time horizon like monthly, quarterly or annually rebalancing. Instead, it is best done by targeting asset allocation thresholds at which a rebalancing trade will trigger – however long it takes to get there! To help you optimize your rebalancing strategies, this webcast covers ways to enhance returns and reduce risks with in-depth examples and discussions.

Learning Objectives

When you complete this webcast, you will be able to:~Understand why rebalancing does not necessarily improve returns in the long run but may improve risk-adjusted returns instead.~Determine which types of asset class rebalancing are potentially able to enhance returns, versus merely reducing risk.~Understand why fixed time period rebalancing strategies are not necessarily optimal for most portfolios, especially when considering transaction costs.~Apply a tolerance band approach to portfolio rebalancing and know how to set targets for rebalancing thresholds.

Course Level
CPE Field of Study
Specialized Knowledge

Basic knowledge of tax compliance and planning concepts

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Aug 29, 2018
11:00 am - 12:15 pm MDT
Total CPE Credits


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Webinar (AICPA): An In-Depth Look At Optimal Rebalancing Strategies

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