Quant Decoded
AllLatestFactor InvestingPortfolio ConstructionSystematic StrategiesBehavioral Finance & TimingRisk & MeasurementModels & FrameworksResearch Guides
  1. Home
  2. /
  3. Glossary
  4. /
  5. Rebalancing
Concepts

Rebalancing

Periodically buying and selling assets in a portfolio to restore target allocation weights, maintaining the intended risk profile at the cost of transaction fees.

Related Terms

TurnoverDiversificationRisk Parity

Articles about this term

Risk Parity: Balancing Portfolios by Risk, Not Capital
11 min
Smart Beta: Factor Investing Through Index Funds
10 min
Volatility Targeting: Scaling Risk for Better Returns
11 min
The Science of Diversification: From Markowitz to Modern Portfolios
13 min
Transaction Costs and Slippage: The Hidden Drag on Quant Strategies
10 min
← Back Glossary
AboutGlossaryResearch MapSourcesContactPrivacyTermsDisclaimerCookies

Educational only. Not financial advice.

© 2026 Quant Decoded