US portfolio recom. 3, Septiembre 2012

The portfolio recommendation is based on two low-volatility strategies: a long-only minimum-variance portfolio and a“130:30” minimum-variance portfolio, which is long 130% and short 30%. These strategies use advanced Optimization and Statisticstechniques to hedge against the estimation risk of the associated models. As a result, they attain consistently better risk-adjusted returns than market indexes, as these portfolio recommendations show. For more details about...+

US portfolio recom. 2, April 2012

The portfolio recommendation is based on two low-volatility strategies: a long-only minimum-variance portfolio and a“130:30” minimum-variance portfolio, which is long 130% and short 30%. These strategies use advanced Optimization and Statisticstechniques to hedge against the estimation risk of the associated models. As a result, they attain consistently better risk-adjusted returns than market indexes, as these portfolio recommendations show. For more details about...+

US portfolio recom. 5, March 2012

The portfolio recommendation is based on two low-volatility strategies: a long-only minimum-variance portfolio and a“130:30” minimum-variance portfolio, which is long 130% and short 30%. These strategies use advanced Optimization and Statisticstechniques to hedge against the estimation risk of the associated models. As a result, they attain consistently better risk-adjusted returns than market indexes, as these portfolio recommendations show. For more details about...+

US portfolio recom. 6, February 2012

The portfolio recommendation is based on two low-volatility strategies: a long-only minimum-variance portfolio and a“130:30” minimum-variance portfolio, which is long 130% and short 30%. These strategies use advanced Optimization and Statistics techniques to hedge against the estimation risk of the associated models. As a result, they attain consistently better risk-adjusted returns than market indexes, as these portfolio recommendations show. For more details about...+