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Portfolio Rebalancing /

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"The goal of this book 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. The empirical analysi...

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Bibliographic Details
Main Author: Qian, Edward E. (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton, FL : CRC Press, 2017.
Edition:First edition.
Series:Chapman and Hall/CRC Financial Mathematics Series
Subjects:
Portfolio management > Mathematical models.
MATHEMATICS > Probability & Statistics > General.
BUSINESS & ECONOMICS > Finance.
Electronic books.
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Call Number: HG4529.5
 
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