| Portfolio Rebalancing Contributor(s): Qian, Edward E. (Author) |
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ISBN: 1498732445 ISBN-13: 9781498732444 Publisher: CRC Press OUR PRICE: $109.25 Product Type: Hardcover - Other Formats Published: November 2018 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Business & Economics | Finance - General - Business & Economics | Investments & Securities - General |
| Dewey: 332.6 |
| LCCN: 2018030136 |
| Series: Chapman and Hall/CRC Financial Mathematics |
| Physical Information: 0.8" H x 6.2" W x 9.3" (1.10 lbs) 248 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |