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.
Friday, May 16, 2014
A Diversifed Portfolio by Design 12-31-2013
I am working on another Technical Note to illustrate one method of designing diversified portfolios that is simple once you have a metric to measure diversification.This is a work in progress that should be finished soon.
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