Portfolio Rebalancing

By Edward E Qian

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 1498732445
• ISBN13: 9781498732444
• Release Date: November 2018
• Publisher: CRC Press
• Length: 248 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.8" x 6.2" x 9.3"