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

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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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