Rebalance your portfolio without selling
Optimization and Control
2023-05-23 v1 Methodology
Abstract
How do you bring your assets as close as possible to your target allocation by only investing a fixed amount of additional funds, and not selling any assets? We look at two versions of this problem which have simple, closed form solutions revealed by basic calculus and algebra.
Cite
@article{arxiv.2305.12274,
title = {Rebalance your portfolio without selling},
author = {Jay Bartroff},
journal= {arXiv preprint arXiv:2305.12274},
year = {2023}
}
Comments
To appear in The College Mathematics Journal