Portfolio Rebalancing / Edward E. Qian.
"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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| Online Access: |
Full Text (via Taylor & Francis) |
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| Main Author: | |
| 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: |
Internet
Full Text (via Taylor & Francis)Online
| Call Number: |
HG4529.5
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| HG4529.5 | Available |