Rebalance your portfolio without selling

Published 20 May 2023 in math.OC and stat.ME | (2305.12274v1)

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.

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Jay Bartroff

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