Buch Details
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.
- Autor/in Edward E. Qian
- ISBN13 9781498732444
- ISBN10 1498732445
- Buchseiten 248
- Jahr der Ausgabe 2026
- Fecha de publicación 11/05/2026
Rezensionen und Bewertungen
Portfolio Rebalancing
- Von
- Edward E. Qian
- 9781498732444



