Literature: authors starting with Q

1 studies, books and laws, each with its reference, a sentence on the content and the pages that cite it. All letters

Qian (2012) · Diversification Return and Leveraged Portfolios

Qian, Edward. The Journal of Portfolio Management 38 (4), pp. 14–25. doi:10.3905/jpm.2012.38.4.014

Rebalancing guarantees a non-negative diversification return only for long-only portfolios without leverage; with leverage at the portfolio level it acts like trend following and costs diversification return.

Cited in: Overfitting check and diversification return: the calculations in Backtest and Tactical · Glossary: Excess growth

Journal article details checked via Crossref. The articles paraphrase the key findings; verbatim quotes are short and checked against the original.