标题: Plus/Minus 10% corridor band [打印本页] 作者: pimpineasy 时间: 2011-7-13 15:27 标题: Plus/Minus 10% corridor band
based on calendar rebalancing, the 28% weight ---> 30% weight? Based on % method, 28% stays, right?作者: bodhisattva 时间: 2011-7-13 15:27
yes and calendar guy would rebalance作者: aidebaobao 时间: 2011-7-13 15:27
Calender guy will rebalance it back to the OAA on every rebalancing-date, but the corridor guy will not do anything since none of the corridor violations occurred!作者: strikethree 时间: 2011-7-13 15:27
should calendar guy rebalance if drift from original was less than corridor band?
Say sorridor band +-10%, but change was just +8% ?作者: mar350 时间: 2011-7-13 15:27
SerGrey Wrote:
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> should calendar guy rebalance if drift from
> original was less than corridor band?
> Say sorridor band +-10%, but change was just +8% ?
If Yes, that means, that corridor band is used only with corridor guy, right?作者: IAmNeil 时间: 2011-7-13 15:27
calendar guy does not care about a tolerance band, he would rebalance if drifted from original allocation, corridor guy would not.
