The Mythology of Rebalancing : A Random Walk down Performance and Risk Management
Year of publication: |
2018
|
---|---|
Authors: | Baker, Brian |
Other Persons: | Dieschbourg, Mike (contributor) ; McIntyre, Damian (contributor) ; Muralidhar, Arun (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Random Walk | Random walk | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2899422 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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