Global allocation - disappearing assets/robustness
created on 2021-01-22 17:42:30
Indira· 1 month ago
I thought some clarifications could be useful for everyone so posting here.
If we let's say generate weights at time T that include some assets, and we don't rebalance until some time later (T+n days),
but between these two dates, some securities become untradable for a short time (and possibly become tradable again by the next rebalancing time). Do we have to make sure we add additional weights in between? Or the restriction on availability only applies to purchase and we can hold assets as long as we want?