Edward E. Qian (PanAgora Asset Management, Boston, Massachusetts, U

Broschiertes Buch

Portfolio Rebalancing

Beschreibung

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.

Autor

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.

Produktdetails

• Chapman and Hall/CRC Financial Mathematics Series
• Verlag: Taylor & Francis Ltd
• Seitenzahl: 248
• Erscheinungstermin: 18. Dezember 2020
• Englisch
• Abmessung: 234mm x 155mm x 15mm
• Gewicht: 406g
• ISBN-13: 9780367732837
• ISBN-10: 0367732831
• Artikelnr.: 67520495