Optimal Portfolio Rebalancing Strategy: Evidence from Finnish Stocks: An analysis of three broad portfolio rebalancing strategies using Finnish stock data - Couverture souple

Savage, Akinwunmi

 
9783838399614: Optimal Portfolio Rebalancing Strategy: Evidence from Finnish Stocks: An analysis of three broad portfolio rebalancing strategies using Finnish stock data
Couverture souple
ISBN 10 : 3838399617 ISBN 13 : 9783838399614
Editeur : LAP LAMBERT Academic Publishing, 2010

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2010
Langue
anglais
ISBN 10 
3838399617
ISBN 13 
9783838399614
Reliure
Broché
Nombre de pages
64
Coordonnées du fabricant
non disponible
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