Portfolio Rebalancing
Taylor & Francis

Portfolio Rebalancing

Edition: 1st Edition
Subjects: Maths & Science, Applied mathematics
ISBN13: 9780367732837
Published: 18 Dec 2020

Format - Paperback / softback
By Edward E. Qian

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Regular price A$77.59
Sale price A$77.59 Regular price A$96.99

Portfolio Rebalancing

Regular price A$77.59
Sale price A$77.59 Regular price A$96.99
Product 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.

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