Rules of portfolio rebalancing


Assignment:

Q1. Discuss the problem of optimal rebalancing with respect to a given benchmark portfolio.

Q2. Describe the most popular rules of portfolio rebalancing and discuss the relative merits of each.

Your answer must be typed, double-spaced, Times New Roman font (size 12), one-inch margins on all sides, APA format and also include references.

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Portfolio Management: Rules of portfolio rebalancing
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