Growing Wealth with Fixed-Mix Strategies

This chapter surveys theoretical research on the long-term performanceof xed-mix investment strategies. These self-nancing strategies rebalancethe portfolio over time so as to keep constant the proportionsof wealth invested in various assets. The main result is that wealthcan be grown from volatility.[...]

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Year of publication:	2009-11-06
Authors:	Evstigneev, Igor’ V. ; Schenk-Hoppé, Klaus R.
Institutions:	National Centre of Competence in ResearchFinancial Valuation and Risk Management
Subject:	Kreditmarkt \| Strategie \| Volatilität \| Transaktionskosten \| Proportion \| proportion

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Extent:	342016 bytes 33 p. application/pdf
Series:	FINRISK Working Paper Series Working Paper ; No. 578 (2009)
Type of publication:	Book / Working Paper
Language:	English
Classification:	G11 - Portfolio Choice ; Subject matter and research method of business administration ; Capital budgeting, budgetary planning and budgetary control ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005868580