Portfolio rebalancing with changing assets

I am trying to conduct a mean variance portfolio analysis with rebalancing.

The data consists of daily excess returns over 3 years.

I would like to rebalance the portfolio annualy. I would like to remove some assets from the scope of the study at the point of rabalancing and enter new assets to the portfolio.

Guidance is appreciated

Answer 1

[Rishik Ramena]

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