Portfolio Rebalancing - 9780367732837

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.

• | : Edward E. Qian (PanAgora Asset Management, Boston, Massachusetts, USA)
• | Publisher: Taylor & Francis Ltd
• | Publication Date: Dec 18, 2020
• | Country of Publication: United Kingdom
• | Number of Pages: 248 pages
• | Language: Unknown
• | Binding: Paperback / softback
• | ISBN-10: 0367732831
• | ISBN-13: 9780367732837