R
rrhill
A mean/variance asset allocation optimization model using inputs from various
investment indices (e.g. S&P500, Dow Jones, short-term Treasuries, etc.)
and/or individual investments (e.g. IBM, Ford, 10-year Treasury, etc.). The
output would be either an efficient frontier to data to construct one with
expected return on one axis and risk on the other.
investment indices (e.g. S&P500, Dow Jones, short-term Treasuries, etc.)
and/or individual investments (e.g. IBM, Ford, 10-year Treasury, etc.). The
output would be either an efficient frontier to data to construct one with
expected return on one axis and risk on the other.