Drift Minimization under Lot-Size Constraints: A Practical Integer-Share Rebalancing Problem in Robo-Advisory

Jan 1, 2025·

Yao Tung Huang (Don HUANG)

· 0 min read

Working-Paper Portfolio Rebalancing Integer Optimisation Robo-Advisory

Authors

Yao Tung Huang (Don HUANG)

Co-Founder & Chief Scientist, AQUMON

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