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Portfolio rebalancing with changing assets

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Luke Hughes
Luke Hughes on 2 Feb 2021
Answered: Rishik Ramena on 9 Feb 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

Answers (1)

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

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