Portfolio Rebalancing is popular PDF and ePub book, written by Edward E. Qian in 2018-12-07, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Portfolio Rebalancing can be Read Online from any device for your convenience.

Portfolio Rebalancing Book PDF Summary

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.

Detail Book of Portfolio Rebalancing PDF

Portfolio Rebalancing
  • Author : Edward E. Qian
  • Release : 07 December 2018
  • Publisher : CRC Press
  • ISBN : 9781498732451
  • Genre : Mathematics
  • Total Page : 263 pages
  • Language : English
  • PDF File Size : 7,6 Mb

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