The Resource Portfolio Rebalancing, by Edward E. Qian, (electronic resource)
Portfolio Rebalancing, by Edward E. Qian, (electronic resource)
Resource Information
The item Portfolio Rebalancing, by Edward E. Qian, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Portfolio Rebalancing, by Edward E. Qian, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- 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.--
- Language
- eng
- Edition
- First edition.
- Extent
- 1 online resource
- Isbn
- 9781315120676
- Label
- Portfolio Rebalancing
- Title
- Portfolio Rebalancing
- Statement of responsibility
- by Edward E. Qian
- 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.--
- 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)
- 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)
- 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
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Portfolio-Rebalancing-by-Edward-E.-Qian/t-OJg5g0NlI/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Portfolio-Rebalancing-by-Edward-E.-Qian/t-OJg5g0NlI/">Portfolio Rebalancing, by Edward E. Qian, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
