Portfolio rebalancing with changing assets
5 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
I am trying to conduct a mean variance portfolio analysis with rebalancing.
The data consists of daily excess returns over 3 years.
I would like to rebalance the portfolio annualy. I would like to remove some assets from the scope of the study at the point of rabalancing and enter new assets to the portfolio.
Guidance is appreciated
0 Kommentare
Antworten (1)
Siehe auch
Kategorien
Mehr zu Portfolio Optimization and Asset Allocation finden Sie in Help Center und File Exchange
Produkte
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!