optimal portfolio rebalancing strategy von savage akinwunmi (2 Ergebnisse)

Taschenbuch. Zustand: Neu. Neuware -Portfolio rebalancing is an established concept in portfolio management and investing generally. Assets within a portfolio have different return and risk prospects, and this inevitably leads them to drift away from their initial allocation weights overtime. Portfolio rebalancing is arguably the only method by which such assets can be reset to their initial weights, thus ensuring the portfolio reflects the risk appetite of the investor. The analysis of an equally weighted portfolio of 19 Finnish stocks from the Helsinki OMX25 index over the study period of May, 2000 to April, 2010 proved, amongst other things, that rebalancing provides rewards in terms of improved returns compared to not rebalancing at all.Books on Demand GmbH, Überseering 33, 22297 Hamburg 64 pp. Englisch.

Taschenbuch. Zustand: Neu. Optimal Portfolio Rebalancing Strategy: Evidence from Finnish Stocks | An analysis of three broad portfolio rebalancing strategies using Finnish stock data | Akinwunmi Savage | Taschenbuch | 64 S. | Englisch | 2010 | LAP LAMBERT Academic Publishing | EAN 9783838399614 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.