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

Savage, Akinwunmi

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

Inhaltsangabe

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.

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Reseña del editor

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.

Biografía del autor

Akin Savage is currently pursuing a PhD in Real Estate Economics and Valuation at Finland's Aalto University of Science and Technology. Prior to this, he obtained an MSc (Econs) in Real Estate Economics and Finance from Hanken School of Economics in Finland, and an MSc in Business Administration from the Blekinge Institute of Technology, Sweden.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
3838399617
ISBN 13 
9783838399614
Einband
Tapa blanda
Anzahl der Seiten
64
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