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Portfolio Rebalancing
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$67.99
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Product Details
Author:
Edward E. Qian
Format:
Paperback
Pages:
262
Publisher:
CRC Press (December 18, 2020)
Language:
English
ISBN-13:
9780367732837
Weight:
17.375oz
Dimensions:
6.125" x 9.1875"
File:
TAYLORFRANCIS-TayFran_260405043548125-20260405.xml
Folder:
TAYLORFRANCIS
List Price:
$67.99
Series:
Chapman and Hall/CRC Financial Mathematics Series
Case Pack:
1
As low as:
$64.59
Publisher Identifier:
P-CRC
Discount Code:
H
Audience:
Professional and scholarly
Country of Origin:
United States
Pub Discount:
30
Imprint:
Chapman and Hall/CRC
Overview
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.
