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Portfolio Rebalancing

★★★★★
★★★★★

English

By (author): Edward E. Qian

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.

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€56.99
A01=Edward E. QianAge Group_Uncategorizedasset allocation portfoliosAsset ClassesAuthor_Edward E. Qianautomatic-updateBH ApproachCategory1=Non-FictionCategory=KCHCategory=KCHSCategory=KFCategory=PBWCauchy’s InequalityCOP=United KingdomCross-sectional MomentumDelivery_Pre-orderDiversification Returnempirical analysiseq_business-finance-laweq_isMigrated=2eq_non-fictionEqually Weighted PortfolioEquity Index FuturesETFGeometric ReturnHedge Fund PortfoliosHigh Return VolatilityLanguage_Englishmathematical analysisMSCI World IndexMulti-period ReturnNon-centrality ParameterPA=Temporarily unavailablePortfolio LeveragePortfolio Rebalancingportfolio returnsPortfolio WeightsPrice_€50 to €100PS=ActiveRisk Free AssetRisky AssetSerial CorrelationsSharpe RatiosoftlaunchTerminal WealthThreshold RebalancingVolatility Effect

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Product Details
  • Weight: 490g
  • Dimensions: 156 x 234mm
  • Publication Date: 18 Dec 2020
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Language: English
  • ISBN13: 9780367732837

About Edward E. Qian

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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