Coverart for item
The Resource Portfolio Rebalancing, by Edward E. Qian, (electronic resource)

Portfolio Rebalancing, by Edward E. Qian, (electronic resource)

Label
Portfolio Rebalancing
Title
Portfolio Rebalancing
Statement of responsibility
by Edward E. Qian
Creator
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Qian, Edward E.,
Dewey number
332.6
Illustrations
  • illustrations
  • maps
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
  • Chapman and Hall/CRC Financial Mathematics Series
  • T&F EBS eBooks
http://library.link/vocab/subjectName
Portfolio management
Label
Portfolio Rebalancing, by Edward E. Qian, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://www.taylorfrancis.com/books/9781315120676
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
9781315120676
Dimensions
unknown
Edition
First edition.
Extent
1 online resource
Form of item
online
Isbn
9781315120676
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)1124971018
Label
Portfolio Rebalancing, by Edward E. Qian, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://www.taylorfrancis.com/books/9781315120676
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
9781315120676
Dimensions
unknown
Edition
First edition.
Extent
1 online resource
Form of item
online
Isbn
9781315120676
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)1124971018

Library Locations

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      43.803074 11.283055
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