Rebalance Your Portfolio Without Selling

DOI10.1080/07468342.2023.2228671arXiv2305.12274OpenAlexW4385463096MaRDI QIDQ6091249

Jay Bartroff

Publication date: 24 November 2023

Published in: The College Mathematics Journal (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2305.12274

Mathematics Subject Classification ID

Computer science (68-XX) Relativity and gravitational theory (83-XX)

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