Portfolio Rebalancing Hardback
by Edward E. Qian
Part of the Chapman and Hall/CRC Financial Mathematics Series series
Hardback
Description
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.
Information
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Out of stock
- Format:Hardback
- Pages:248 pages, 75 Tables, black and white; 55 Line drawings, black and white
- Publisher:Taylor & Francis Inc
- Publication Date:06/11/2018
- Category:
- ISBN:9781498732444
Other Formats
- EPUB from £41.39
- PDF from £41.39
Information
-
Out of stock
- Format:Hardback
- Pages:248 pages, 75 Tables, black and white; 55 Line drawings, black and white
- Publisher:Taylor & Francis Inc
- Publication Date:06/11/2018
- Category:
- ISBN:9781498732444
