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 (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 18.2015, 01, p. 1550006-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Rebalancing | buy and hold | Sharpe Ratio | geometric mean | ETFs | MSCI indices |
-
A comparison of rebalanced and buy and hold portfolios : does monetary policy matter?
Hilliard, Jimmy E., (2015)
-
Extending the Maturity of a Defaulting Debt — The Longstaff Model Revisited
Lee, Shyan Yuan, (2009)
-
Rebalancing versus buy and hold : theory, simulation and empirical analysis
Hilliard, Jimmy E., (2018)
- More ...
-
A comparison of rebalanced and buy and hold portfolios : does monetary policy matter?
Hilliard, Jimmy E., (2015)
-
Using multivariate densities to assign lattice probabilities when there are jumps
Hilliard, Jimmy E., (2015)
-
Pricing American options when there is short-lived arbitrage
Hilliard, Jimmy E., (2015)
- More ...