Portfolio Rebalancing
Edward E. Qian
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.
Kategori:
Tahun:
2019
Penerbit:
CRC Press
Bahasa:
english
Halaman:
262
ISBN 10:
1315120674
ISBN 13:
9781315120676
Nama seri:
Financial Mathematics
File:
PDF, 6.00 MB
IPFS:
,
english, 2019