Book Portfolio Rebalancing pdf


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Book Portfolio Rebalancing pdf

Book Portfolio Rebalancing pdf : Pages 263

By Edward E. Qian

Series: Financial Mathematics

Publisher: CRC Press, Year: 2019

ISBN: 9781315120676,1315120674

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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.

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