Portfolio Rebalancing

Qian, Edward E.

Portfolio Rebalancing
  • 出版商: CRC
  • 出版日期: 2020-12-18
  • 售價: $2,380
  • 貴賓價: 9.5 折 $2,261
  • 語言: 英文
  • 頁數: 262
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 0367732831
  • ISBN-13: 9780367732837

    • 海外代購書籍(需單獨結帳)

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商品描述

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.

作者簡介

Edward Qian is a Chief Investment Officer with PanAgora Asset Management. He has research experience and expertise in quantitative investing, portfolio theory, and asset allocation. He is the co-author of the bestselling book, Quantitative Equity Portfolio Management: Modern Techniques and Applications.

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