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CRC Press Portfolio Rebalancing (Chapman and Hall/CRC Financial Mathematics Series)

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Description

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.

Product Specifications

Format
Hardcover
Domain
Amazon UK
Release Date
06 November 2018
Listed Since
22 March 2017

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