scientific article; zbMATH DE number 6955637

zbMATH Open1419.91003MaRDI QIDQ4689588

Edward E. Qian

Publication date: 16 October 2018

Full work available at URL: https://www.taylorfrancis.com/books/9781498732444

Title of this publication is not available (Why is that?)

zbMATH Keywords

mean reversionportfolio theoryportfolio rebalancinglong-short portfoliosmultiperiod returnsrebalancing alphareturn and volatilitythreshold rebalancing

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)

Related Items (1)

Rebalance Your Portfolio Without Selling

Recommendations

• Portfolio rebalancing model using multiple criteria 👍 👎
• Portfolio Optimization 👍 👎
• Portfolio Optimization 👍 👎
• Rebalance Your Portfolio Without Selling 👍 👎
• Portfolio rebalancing based on time series momentum and downside risk 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4689588)