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.
Wednesday, September 25, 2013
PSDS Design Scan
The Portfolio design scan envelope shows the coverage of the design space by the PSDS scan of the Portfolio being designed. In this study a retirement IRA portfolio.
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