Portfolio rebalancing with changing assets

9 vues (au cours des 30 derniers jours)
Luke Hughes
Luke Hughes le 2 Fév 2021
Réponse apportée : Rishik Ramena le 9 Fév 2021
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

Connectez-vous pour répondre à cette question.

Réponses (1)

Rishik Ramena
Rishik Ramena le 9 Fév 2021
You might find these helpful. Consider going through the training videos and the examples.

Catégories

En savoir plus sur Portfolio Optimization and Asset Allocation dans Help Center et File Exchange

Tags

Produits

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by