Portfolio Rebalancing (Chapman and Hall/CRC Financial Mathematics)
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- Synopsis
- 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.
- Copyright:
- 2019
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 248 Pages
- ISBN-13:
- 9781351647007
- Related ISBNs:
- 9781498732444, 9781498732451, 9781315120676
- Publisher:
- CRC Press
- Date of Addition:
- 05/06/20
- Copyrighted By:
- Taylor & Francis Group, LLC
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.