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Portfolio Rebalancing

by Edward E. Qian
Save 35% Save 35%
Current price ₹8,798.00
Original price ₹13,535.00
Original price ₹13,535.00
Original price ₹13,535.00
(-35%)
₹8,798.00
Current price ₹8,798.00

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Book cover type: Hardcover
  • ISBN13: 9781498732444
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Taylor & Francis
  • Publisher Imprint: CRC Press
  • Publication Date:
  • Pages: 300
  • Original Price: GBP 103.99
  • Language: English
  • Edition: N/A
  • Item Weight: 532 grams
  • BISAC Subject(s): Probability & Statistics / General and Finance / General

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.

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.

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