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Portfolio Rebalancing
Engelsk
Bogcover for Portfolio Rebalancing af Edward E. Qian, 9780367732837
Specifikationer
Sprog:
Engelsk
Sider:
248
ISBN-13:
9780367732837
Indbinding:
Paperback
ISBN-10:
0367732831
Udg. Dato:
18 dec 2020
Størrelse i cm:
15,4 x 23,4 x 2,7
Oplagsdato:
18 dec 2020
Forfatter(e):
Paperback 2020
Format:

Bog beskrivelse

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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Specifikationer
Sprog:
Engelsk
Sider:
248
ISBN-13:
9780367732837
Indbinding:
Paperback
ISBN-10:
0367732831
Udg. Dato:
18 dec 2020
Størrelse i cm:
15,4 x 23,4 x 2,7
Oplagsdato:
18 dec 2020
Forfatter(e):
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