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Portfolio Rebalancing - Chapman and Hall / CRC Financial Mathematics Series Qian, Edward E. (PanAgora Asset Management, Boston, Massachusetts, USA) 1st edition
Portfolio Rebalancing - Chapman and Hall / CRC Financial Mathematics Series
Qian, Edward E. (PanAgora Asset Management, Boston, Massachusetts, USA)
This book provides analysis of the effects of portfolio rebalancing on portfolio returns and risks, examining when and why fixed-weight portfolios might outperform buy-and-hold portfolios, and the effects of portfolio rebalancing in capital markets and understand why many capitalization-weighted indices underperform fixed-weight portfolios.
300 pages, 50 Illustrations, black and white
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 6, 2018 |
| ISBN13 | 9781498732444 |
| Publishers | Taylor & Francis Inc |
| Pages | 248 |
| Dimensions | 241 × 164 × 16 mm · 532 g |
| Language | English |