A technique for managing a financial portfolio formed of multiple weight-based component portfolios

摘要: A method and accompanying apparatus for managing, through use of combined (averaged) optimized weights, a composite financial portfolio formed multiple component portfolios, which all follow common investment strategy contain the same securities, that advantageously reduce both performance variability, i.e., maximal drift, amongst portfolios associated trading costs. Specifically, an average weight is periodically determined each security held across in portfolio, rather than separate unique to just one optimization tranche, then using, subsequent re-balancing, averaged every such periodic re-balancing. Optimization re-balancing occur at different periodicities on time-staggered basis.