商品描述
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.
商品描述(中文翻譯)
本書分析了投資組合再平衡對投資組合回報和風險的影響，探討了固定權重投資組合何時以及為什麼可能優於買入並持有的投資組合，以及投資組合再平衡在資本市場中的影響，並理解為什麼許多市值加權指數表現不如固定權重投資組合。
作者簡介
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.
作者簡介(中文翻譯)
Edward Qian 是 PanAgora Asset Management 的首席投資官。他在量化投資、投資組合理論和資產配置方面擁有研究經驗和專業知識。他是暢銷書 Quantitative Equity Portfolio Management: Modern Techniques and Applications 的共同作者。
