Rebalancing and Returns.indd - Dimensional Fund Advisors
Rebalancing and Returns.indd - Dimensional Fund Advisors
Rebalancing and Returns.indd - Dimensional Fund Advisors
SHOW LESS
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
<strong>Rebalancing</strong> <strong>and</strong> <strong>Returns</strong> 17<br />
Exhibit 2<br />
Coefficients from Rolling Five-Factor Regressions<br />
June 1931-June 2008<br />
Non-Rebalanced<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
Annually Rebalanced
Change language