Portfolio Rebalancing

Name: Portfolio Rebalancing
Brand: Taylor & Francis Inc
SKU: 9781498732444
Price: 18700 KES
Availability: OutOfStock
ISBN: 9781498732444

by Edward E. Qian

Book Details

Format Hardback

Book Series Chapman and Hall/CRC Financial Mathematics Series

ISBN-10 1498732445

ISBN-13 9781498732444

Publisher Taylor & Francis Inc

Imprint Chapman & Hall/CRC

Country of Manufacture US

Country of Publication GB

Publication Date Nov 6th, 2018

Print length 248 Pages

Weight 532 grams

Dimensions 16.40 x 24.10 x 1.60 cms

Product Classification: Investment & securities Investment and securities Applied mathematics

KSh 18,700.00

Currently unavailable 0 in stock

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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.

Get Portfolio Rebalancing by Edward E. Qian at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Taylor & Francis Inc and it has 248 pages.