Portfolio rebalancing
Auteur :
Qian, Edward E.
Éditeur :
Taylor & Francis Inc
ISBN :
9781498732444
Date de publication :
6 nov. 2018
Dimensions :
23,4 x 15,6 cm
Poids :
500 g
Langue :
Anglais
Pays d'origine :
USA
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.