Portfolio Rebalancing /
"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...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
CRC Press,
2017.
|
| Edition: | First edition. |
| Series: | Chapman and Hall/CRC Financial Mathematics Series
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | "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 analysis, aided by mathematical insights, will examine the effects of portfolio rebalancing in capital markets and understand why many capitalization-weighted indices underperform fixed-weight portfolios."--Provided by publisher. |
|---|---|
| Physical Description: | 1 online resource : text file, PDF |
| ISBN: | 9781315120676 1315120674 9781498732451 1498732453 9781498732444 1498732445 |