Robo-Advisory

Working-Paper

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

Integer-share rebalancing under lot-size constraints in robo-advisory; drift minimisation formulation and scalable heuristics with approximation analysis.

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Yao Tung Huang (Don HUANG)
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Working-Paper

Defining and Measuring Portfolio Health: A Drift-Based Metric Relative to Model Portfolios

A drift-based portfolio health metric measuring misalignment from model portfolios; applications to rebalancing triggers in automated wealth management.

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Yao Tung Huang (Don HUANG)
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