Expected Return and Portfolio Rebalancing

The purpose of this study is to discuss portfolio theory. More specifically how an investor can maximize a portfolio's expected return while at the same time trying to minimize portfolio risk. This will be done by looking at both international and Kuwaiti stock market data. One important question that will be answered in this study is: How often does a portfolio needs to be rebalanced in order to minimize portfolio risk i.e. changes in expected return?

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Year of publication:	2013
Authors:	Davidsson, Marcus
Publisher:	[2013]: [S.l.] : SSRN
Subject:	Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income \| Aktienmarkt \| Stock market \| Welt \| World \| Risikomanagement \| Risk management \| Kuwait

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Extent:	1 Online-Ressource (11 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: International Journal of Economics and Finance, Vol. 3, Issue 3, pp. 15-26, August 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2011 erstellt
Classification:	G00 - Financial Economics. General ; G1 - General Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013083521