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Portfolio Rebalancing
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Portfolio Rebalancing

Book Details

Format Paperback / Softback
ISBN-10 0367732831
ISBN-13 9780367732837
Publisher Taylor & Francis Ltd
Imprint Chapman & Hall/CRC
Country of Manufacture GB
Country of Publication GB
Publication Date Dec 18th, 2020
Print length 248 Pages
Weight 406 grams
Dimensions 15.40 x 23.40 x 2.70 cms
Ksh 9,200.00
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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.

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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