• Corpus ID: 246015611

Internal multi-portfolio rebalancing processes: Linking resource allocation models and biproportional matrix techniques to portfolio management

@inproceedings{FrancisStaite2022InternalMR,
  title={Internal multi-portfolio rebalancing processes: Linking resource allocation models and biproportional matrix techniques to portfolio management},
  author={Kelli Francis-Staite},
  year={2022}
}
This paper describes multi-portfolio internal rebalancing processes used in the finance industry. Instead of trading with the market to externally rebalance, these internal processes detail how portfolio managers buy and sell between their portfolios to rebalance. We give an overview of currently used internal rebalancing processes, including one known as the banker process and another known as the linear process. We prove the banker process disadvantages the nominated banker portfolio in… 

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