The Algebra of Portfolio Dynamics
University of Bologna - Department of Mathematics for Economic and Social Sciences
September 21, 2011
Using simple definitions and relations, portfolio returns are related to price and quantity movements. The case of self-financing portfolios is considered and the two special cases of "buy and hold" and "constant mix" strategies are analyzed.
Number of Pages in PDF File: 5
Keywords: trading strategies, self-financing portfolios, buy and hold, constant mix
JEL Classification: G11, G23working papers series
Date posted: September 25, 2011
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