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.

1

Publications

15

Citations

2

Authors

1

Institutions

Publications per year

2017–2026

1

Authors

2

  1. RT
    Rodrigo T. N. Cardoso

    Federal Center for Technological Education of Minas Gerais, Brazil

    1 publications · 15 citations

    1

    h-index

  2. FG
    Fernando G. D. C. Ferreira

    Federal Center for Technological Education of Minas Gerais, Brazil

    1 publications · 15 citations

    1

    h-index

1–2 of 2

Institutions

1

  1. Federal Center for Technological Education of Minas Gerais

    Belo Horizonte, Brazil

    1 h-index

    2 publications

    30 citations

1–1 of 1

Venues

  1. Archives of Computational Methods in Engineering

    ARCME · 1 publications · 15 citations

    1

    h-index

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