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Portfolio Rebalancing
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Portfolio Rebalancing

Book Details

Format Hardback or Cased Book
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
Ksh 17,100.00
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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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