| 摘要 |
A method, computer program product, and computer system for identifying, by a computing device, one or more portfolio assets in a portfolio. One or more asset characteristics are associated with at least a portion of the one or more portfolio assets. A group that includes at least the portion of the one or more portfolio assets and one or more corresponding model components is generated based upon, at least in part, the one or more asset characteristics. The group is rebalanced based upon, at least in part, one or more values of at least the portion of the one or more portfolio assets and one or more values of the one or more corresponding model components.
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