Portfolio rebalancing /
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| Author / Creator: | Qian, Edward E., author. |
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| Imprint: | Boca Raton, FL : CRC Press, Taylor & Francis Group, [2019] |
| Description: | xiv, 248 pages ; 25 cm. |
| Language: | English |
| Series: | Financial mathematics series Chapman & Hall/CRC financial mathematics series. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11741570 |
| Summary: | 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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| Physical Description: | xiv, 248 pages ; 25 cm. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781498732444 1498732445 9781315120676 |
