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...
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| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
CRC Press,
2017.
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| Edition: | First edition. |
| Series: | Chapman and Hall/CRC Financial Mathematics Series
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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