Corey Hoffstein as Guest Speaker at the Upcoming QFRG and DSLab Seminar

The speaker, Corey Hoffstein, will present his study titled Rebalance Timing Luck: Unveiling the Hidden Hand in Portfolio Returns. The presentation will last approximately 45 minutes, followed by a discussion, to which we warmly encourage your participation.

The meeting will take place on Monday, February 3rd, at 18:30. You may join in person at the Faculty of Economic Sciences (room B002) or remotely via the Zoom platform (please log in by 18:25).

Link: https://uw-edu-pl.zoom.us/j/93886973103?pwd=2S2L5mY29vEPl3VGAasjTQlB1iwMHu.1

[Meeting ID: 938 8697 3103

Passcode: 716724]

Below, we present an abstract of the presentation.

How much of your portfolio’s performance hinges on pure chance? Rebalance timing luck—an often-overlooked driver of investment outcomes—can significantly alter the trajectory of your strategy, sometimes in ways that defy expectations. This presentation dives into the mechanics and implications of rebalance timing, uncovering how periodic portfolio adjustments interact with market randomness to create significant variability in returns. Drawing insights from leading academic research and real-world case studies (including strategic asset allocation, factor portfolios, and option-based strategies), we’ll explore strategies to mitigate timing luck and control this hidden force.