9781498732444-1498732445-Portfolio Rebalancing (Chapman and Hall/CRC Financial Mathematics Series)

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

ISBN-13: 9781498732444
ISBN-10: 1498732445
Edition: 1
Author: Edward E. Qian
Publication date: 2018
Publisher: Chapman and Hall/CRC
Format: Hardcover 248 pages
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Book details

ISBN-13: 9781498732444
ISBN-10: 1498732445
Edition: 1
Author: Edward E. Qian
Publication date: 2018
Publisher: Chapman and Hall/CRC
Format: Hardcover 248 pages

Summary

Portfolio Rebalancing (Chapman and Hall/CRC Financial Mathematics Series) (ISBN-13: 9781498732444 and ISBN-10: 1498732445), written by authors Edward E. Qian, was published by Chapman and Hall/CRC in 2018. With an overall rating of 3.6 stars, it's a notable title among other Economics (Finance, Investing) books. You can easily purchase or rent Portfolio Rebalancing (Chapman and Hall/CRC Financial Mathematics Series) (Hardcover) 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 $0.55.

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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