Friday, October 22, 2010

portfolio allocation

today took a look at portfolio allocation


how to 'trade' outside the efficient frontier, in other words, beat the sharpe ratio line?

the way to do it is to do allocation every month, and remodel it every month

2 comments:

Giap Seng said...

There is a Kompeni Parlimen parade on 1st Nov-14Nov. Are you going?

Cheah Wei said...

no. not related