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###-Book Description Begin-###
by Edward E. Qian (Author)
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.
Series: Chapman and Hall/CRC Financial Mathematics Series
Hardcover: 262 pages
Publisher: Chapman and Hall/CRC; 1 edition (November 6, 2018)
Language: English
ISBN-10: 1498732445
ISBN-13: 978-1498732444
