Portfolio Rebalancing

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Portfolio Rebalancing

Portfolio Rebalancing

Name: Portfolio Rebalancing
ISBN: 9781315120676

Edward E. Qian

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The goal of Portfolio Rebalancing is to provide mathematical and empirical analysis of the effects of portfolio rebalancing on portfolio returns and risks. The mathematical analysis answers the question of when and why fixed-weight portfolios might outperform buy-and-hold portfolios based on volatilities and returns. The empirical analysis, aided by mathematical insights, will examine the effects of portfolio rebalancing in capital markets for asset allocation portfolios and portfolios of stocks, bonds, and commodities.

類別:

Mathematics

年:

2019

出版商:

CRC Press

語言:

english

頁數:

262

ISBN 10:

1315120674