Product details
- ISBN 9780367732837
- Weight: 490g
- Dimensions: 156 x 234mm
- Publication Date: 18 Dec 2020
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
- Language: English
Secure
checkout
Fast Shipping
Easy returns
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.
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.
