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

 
9783838399614: Optimal Portfolio Rebalancing Strategy: Evidence from Finnish Stocks: An analysis of three broad portfolio rebalancing strategies using Finnish stock data

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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About the Author:

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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Book Description Book Condition: New. Publisher/Verlag: LAP Lambert Academic Publishing | An analysis of three broad portfolio rebalancing strategies using Finnish stock data | 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. | Format: Paperback | Language/Sprache: english | 106 gr | 64 pp. Bookseller Inventory # K9783838399614

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Book Description LAP Lambert Acad. Publ. Aug 2010, 2010. Taschenbuch. Book Condition: 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. 64 pp. Englisch. Bookseller Inventory # 9783838399614

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Book Description LAP Lambert Acad. Publ. Aug 2010, 2010. Taschenbuch. Book Condition: 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. 64 pp. Englisch. Bookseller Inventory # 9783838399614

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Book Description LAP Lambert Academic Publishing. Paperback. Book Condition: New. 64 pages. Dimensions: 8.7in. x 5.9in. x 0.1in.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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Bookseller Inventory # 9783838399614

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Book Description LAP Lambert Academic Publishing, Germany, 2010. Paperback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****.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. Bookseller Inventory # AAV9783838399614

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