Portfolio Rebalancing

Edward E. Qian (PanAgora Asset Management, Boston, Massachusetts, USA)

Portfolio Rebalancing
Format
Paperback
Publisher
Taylor & Francis Ltd
Country
United Kingdom
Published
18 December 2020
Pages
248
ISBN
9780367732837

Portfolio Rebalancing

Edward E. Qian (PanAgora Asset Management, Boston, Massachusetts, USA)

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.

This item is not currently in-stock. It can be ordered online and is expected to ship in approx 4 weeks

Our stock data is updated periodically, and availability may change throughout the day for in-demand items. Please call the relevant shop for the most current stock information. Prices are subject to change without notice.

Sign in or become a Readings Member to add this title to a wishlist.