A comparison of rebalanced and buy and hold portfolios : does monetary policy matter?
Year of publication: |
2015
|
---|---|
Authors: | Hilliard, Jimmy E. ; Hilliard, Jitka |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 18.2015, 1, p. 1-18
|
Subject: | Rebalancing | buy and hold | Sharpe Ratio | geometric mean | ETFs | MSCI indices | Portfolio-Management | Portfolio selection | Geldpolitik | Monetary policy | Aktienmarkt | Stock market | Indexderivat | Index derivative |
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