Portfolio Rebalancing |
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Author:
| Qian, Edward E. |
Series title: | Chapman and Hall/CRC Financial Mathematics Ser. |
ISBN: | 978-1-4987-3244-4 |
Publication Date: | Nov 2018 |
Publisher: | CRC Press LLC
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Imprint: | Chapman & Hall/CRC |
Book Format: | Hardback |
List Price: | USD $105.00 |
Book Description:
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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...
More 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.