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.
Thursday, May 1, 2014
Dillard's, Inc. 401k Plan PSDS Scan 12-31-2013
This 401k Plan is so dominated by company stock DDS I ran a scan without company stock to show how the other options in the Plan would perform.
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