Constraint-aware Rebalancing
Constraint-Aware Rebalancing is a portfolio rebalancing method that systematically incorporates predefined constraints—such as transaction costs, regulatory limits, or risk thresholds—into the rebalancing process to ensure adherence to operational and strategic boundaries while restoring target asset allocations.
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Publications
15
Citations
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Authors
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Institutions
Publications per year
2017–2026
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Parents
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Federal Center for Technological Education of Minas Gerais, Brazil
1 publications · 15 citations
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Federal Center for Technological Education of Minas Gerais, Brazil
1 publications · 15 citations
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h-index
1–2 of 2
ARCME · 1 publications · 15 citations
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