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.
Saturday, August 6, 2016
A Small Diversified Stock Portfolio Design 7-31-2015
This portfolio is part of another study ....
If you remove GIS from the portfolio PDR increases to 1, interesting. Smaller is better.
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