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Everything about Resampled efficient frontier
Technique for constructing investment portfolios
Resampled efficient frontier is a technique in investment portfolio construction under modern portfolio theory to use a set of portfolios and then average them to create an effective portfolio. This will not necessarily be the optimal portfolio, but a portfolio that is more balanced between risk and the rate of return. It is used when an investor or analyst is faced with determining which asset classes, such as domestic fixed income, domestic equity, foreign fixed income, and foreign equity, to invest in and what proportion of the total portfolio should be of each asset class. Wikipedia →
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- Read the overview: Resampled efficient frontierA 5-minute orientation
- Read the landmark paper: Resampled Efficient Frontier Integration for MOEAsCited 6 times
- Go sideways: Portfolio optimizationA closely related topic
- Go sideways: Markowitz modelA closely related topic
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🏆 Landmark papers (most cited)
Resampled Efficient Frontier Integration for MOEAs
Comparative Analysis of Mean Variance Efficient Frontier and Resampled Efficient Frontier For Optimal Stock Portfolio Formation
PEMBENTUKAN PORTOFOLIO OPTIMAL DENGAN METODE RESAMPLED EFFICIENT FRONTIER UNTUK PERHITUNGAN VALUE AT RISK DILENGKAPI APLIKASI GUI MATLAB
OPTIMASI PORTOFOLIO MENGGUNAKAN RESAMPLED EFFICIENT FRONTIER MEAN-VARIAN
METODE RESAMPLED EFFICIENT FRONTIER MEAN – VARIANCE SIMULASI MONTECARLO UNTUK PEMILIHAN BOBOT PORTOFOLIO
ANALISIS VALUE AT RISK PADA PORTOFOLIO OPTIMAL SAHAM BLUE CHIP DENGAN METODE RESAMPLED EFFICIENT FRONTIER
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