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Keeping it Simple | Ep. 21: Do I Feel Lucky?

Keeping it Simple with Simplify Asset Management

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Is There a Future for Rebalancing Frequency?

This is a topic that I have been discussing and writing about for the better part of a decade. Rob Arnott from Research Affiliates really wrote a paper on fundamental indexing in 2005. The idea of fundamental indexing is really just a rebranding of value investing. But in that paper, they basically took US equities, weighted them by their fundamental characteristic, and rebalanced them every March.

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