Portfolio rebalancing
Auteur :
Qian, Edward E.
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367732837
Date de publication :
18 déc. 2020
Dimensions :
23,4 x 15,6 cm
Poids :
490 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book provides analysis of the effects of portfolio rebalancing on portfolio returns and risks, examining when and why fixed-weight portfolios might outperform buy-and-hold portfolios, and the effects of portfolio rebalancing in capital markets and understand why many capitalization-weighted indices underperform fixed-weight portfolios.