network profile
| bio | website | newfrontieradvisors.com |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 7 months |
| seen | Sep 28 '12 at 19:59 | |
| stats | profile views | 8 |
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Sep 28 |
comment |
Comparing MVO with Resampled Efficient Frontier there is no way i can rejoin all the errors in this post. suffice it to say that Meucci is a fan of Michaud optimization. |
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Sep 28 |
comment |
Comparing MVO with Resampled Efficient Frontier quant guy is very seriously in error when he claims that Michaud optimization has no statistical foundation. Either that or he is very confused between Michaud (1998) optimization and Morningstar Encorr which has no statistical foundation. Michaud optimization is firmly based on modern statistical principles. Its where the idea first came from. |
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Sep 28 |
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Comparing MVO with Resampled Efficient Frontier i should note that quant guy is ignoring scherer's original critique which was published in 2002 while markowitz and usmen were published late 2003. |
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Sep 28 |
awarded | Teacher |
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Sep 28 |
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Comparing MVO with Resampled Efficient Frontier not true quant guy. markowitz never paid any attention to scherer and the markowitz study was done after scherer. please see my comment below. |
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Sep 28 |
answered | Comparing MVO with Resampled Efficient Frontier |
