Portfolio optimization with rebalancing weights every specific time period

2 vues (au cours des 30 derniers jours)

Barbab le 22 Août 2019

Commenté : Barbab le 6 Sep 2019

How could I optimizate portfolio, using matlab portfolio object, making the weights rebalanced every time period?

Abhisek Pradhan le 6 Sep 2019

By every time period do you mean every sample time or a given time.

Barbab le 6 Sep 2019

Given time ?

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