My interest is in scanning 401k portfolios to image the
efficient frontier and highlite portfolios that have
high risk adjusted returns. The portfolio with highest Sharpe ratio will appear in the scan image for each 401k
plan posted.
Monday, December 12, 2011
IRA 2012 Portfolio Design Study 12-31-2010 Data
This is a work in progress and will change during year end testing. The Blog is a convenient way to interact with others involved in the review process.
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