9780367732837-0367732831-Portfolio Rebalancing (Chapman and Hall/CRC Financial Mathematics Series)

Portfolio Rebalancing (Chapman and Hall/CRC Financial Mathematics Series)

ISBN-13: 9780367732837
ISBN-10: 0367732831
Edition: 1
Author: Edward E. Qian
Publication date: 2020
Publisher: Routledge
Format: Paperback 248 pages
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Book details

ISBN-13: 9780367732837
ISBN-10: 0367732831
Edition: 1
Author: Edward E. Qian
Publication date: 2020
Publisher: Routledge
Format: Paperback 248 pages

Summary

Portfolio Rebalancing (Chapman and Hall/CRC Financial Mathematics Series) (ISBN-13: 9780367732837 and ISBN-10: 0367732831), written by authors Edward E. Qian, was published by Routledge in 2020. With an overall rating of 3.7 stars, it's a notable title among other Economics (Finance) books. You can easily purchase or rent Portfolio Rebalancing (Chapman and Hall/CRC Financial Mathematics Series) (Paperback) from BooksRun, along with many other new and used Economics books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.92.

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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