#Asset allocation #mean variance optimization #single period assumption
When we get an asset allocation through the one period MVO method, do we need to rebalance when the weight of a specific asset excced its permitted range?
Or we only need to rebalance when it is a multiperiod MVO, not the single period MVO?
if it’s true that we only to do the rebalance for mutiperiod MVO, what time shall we do that? is it at the beginning of each period?