return_ror_ts
- Rebalance.return_ror_ts(target_weights, ror)
Return monthly rate of return time series of rebalanced portfolio given returns time series of the assets.
- Parameters:
- target_weightslist of float
The target weights for assets in the portfolio.
- rorpd.DataFrame
Assets rate of return monthly time series.
- Returns:
- pd.Series
The monthly rate of return time series of rebalanced portfolio.