Catalog > Social Sciences > Economy > Edward E. Qian: Portfolio Rebalancing (PDF)

Edward E. Qian
Portfolio Rebalancing [PDF ebook]

Support

Cover of Edward E. Qian: Portfolio Rebalancing (PDF)

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.

€59.04

Buy this ebook and get 1 more FREE!

Language English ● Format PDF ● Pages 262 ● ISBN 9781498732451 ● Publisher CRC Press ● Published 2018 ● Downloadable 3 times ● Currency EUR ● ID 6739148 ● Copy protection Adobe DRM

Requires a DRM capable ebook reader

More ebooks from the same author(s) / Editor

Edward E. Qian Boston, Massachusetts, USA) Qian Edward E. (PanAgora Asset Management

257,990 Ebooks in this category

Cover of Paul Du & Shuguang Wang: Retail Geography

Paul Du & Shuguang Wang: Retail Geography

The retail sector is an integral part of a national economy. From the political economy perspective, all consumer goods have surplus values locked up in them; the surplus values are not realized unti …

Cover of Myles Downey: Effective Modern Coaching

Myles Downey: Effective Modern Coaching

Written by one of the world’s leading business coaches, the new and updated edition of this book provides authoritative and proven guidance and techniques for any manager, executive or indeed coach w …

Cover of Peter (University of Surrey, UK) Alcott & Bernard (Author passed away, waiting for documentation SF01852776) Davis: Food and Beverage Management

Peter (University of Surrey, UK) Alcott & Bernard (Author passed away, waiting for documentation SF01852776) Davis: Food and Beverage Management

This introductory textbook provides a thorough guide to the management of food and beverage outlets, from their day-to-day running through to the wider concerns of the hospitality industry. It explor …

Cover of Alexandra (Oulu Business School, Oulu University, Finland) Middleton & Jenni (Oulu Business School, Oulu University, Finland) Muttonen: Multinational Enterprises and Transparent Tax Reporting

Alexandra (Oulu Business School, Oulu University, Finland) Middleton & Jenni (Oulu Business School, Oulu University, Finland) Muttonen: Multinational Enterprises and Transparent Tax Reporting

This book examines tax transparency as part of multinational enterprises’ corporate social responsibility (CSR). It considers revelations like the Panama and Paradise Papers that shed light on corpor …

Cover of Nicolay (19022021 Account placed on hold pending resolution concerning sales figures on the account. SF01240695 INC0015394) Worren: Organization Design

Nicolay (19022021 Account placed on hold pending resolution concerning sales figures on the account. SF01240695 INC0015394) Worren: Organization Design

A well-designed organization is an effective organization. Decisions about organization design determine the shape and form of the organization – not only the reporting structure and authority relati …

Cover of Brian Kay: Water Resources

Brian Kay: Water Resources

This collection addresses the complexities of water management and the impact of environmental developments such as dams, reservoirs and irrigation schemes on public health.The main focus of the book …

Cover of Jane Riddiford: Learning to Lead Together

Jane Riddiford: Learning to Lead Together

Never before has there been such strong recognition of the importance of community-based green spaces to local communities and urban redevelopment. This book is an autoethnographic account of the cha …

Cover of Joseph L. Aiello: Rightsizing Inventory

Joseph L. Aiello: Rightsizing Inventory

Understanding inventory its costs, its place in the supply chain, and what is considered its optimal level is important to an organization‘s profitability. Demonstrating how each link in the supply c …

Cover of Leanna Isaacson: Smart, Fast, Efficient

Leanna Isaacson: Smart, Fast, Efficient

For a newly appointed principal or assistant principal, this book describes the skills and talents necessary to meet the demands on today’s school leaders. It provides step-by-step details about what …

Cover of Jeremy Waddington: The Politics of Bargaining

Jeremy Waddington: The Politics of Bargaining

Tracing developments in British trade union structure over almost 100 years with specific reference to the merger process, this book shows how the underlying processes of change are cyclical. It ther …