Portfolio Rebalancing
暫譯: 投資組合再平衡
Qian, Edward E.
- 出版商: CRC
- 出版日期: 2020-12-18
- 售價: $2,480
- 貴賓價: 9.5 折 $2,356
- 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)
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.
商品描述(中文翻譯)
投資組合再平衡的目標是提供對投資組合再平衡對投資組合回報和風險影響的數學和實證分析。數學分析回答了固定權重投資組合何時以及為什麼可能會基於波動性和回報超越買入持有投資組合的問題。實證分析在數學見解的輔助下，將檢視資本市場中投資組合再平衡對資產配置投資組合以及股票、債券和商品投資組合的影響。
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.
作者簡介(中文翻譯)
Edward Qian 是 PanAgora Asset Management 的首席投資官。他在量化投資、投資組合理論和資產配置方面擁有研究經驗和專業知識。他是暢銷書 Quantitative Equity Portfolio Management: Modern Techniques and Applications 的共同作者。
