Portfolio Rebalancing - Chapman & Hall/CRC Financial Mathematics Series (Hardback)Edward E. Qian (author)
- Coming soon
The goal of this book 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. The empirical analysis, aided by mathematical insights, will examine the effects of portfolio rebalancing in capital markets and understand why many capitalization-weighted indices underperform fixed-weight portfolios.
Publisher: Taylor & Francis Inc
Number of pages: 300
Dimensions: 235 x 156 mm
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