Abstract: We study the design of portfolios under a minimum risk criterion. The performance of the optimized portfolio relies on the accuracy of the estimated covariance matrix of the portfolio asset ...

Abstract: This paper is concerned with a multi-period portfolio management ... of the expected return and the variance of portfolio over all the investment periods. This formulation enables the ...

Asset allocation strategies can help ensure that inflation doesn't eat into your retirement income. Here's how to balance ...

Learn more about these measurements and how to use them to evaluate portfolios. Portfolio performance measures are a key factor in the investment decision. Three popular performance measurement ...

In order to achieve this investment objective, the investment policy of the Fund is to invest in a portfolio of equity securities that, as far as possible and practicable, consist of the component ...

1 Life of Fund (LOF) if performance is less than 10 years. Fund inception date: 12/31/1984. 2 This expense ratio is from the most recent prospectus and generally is based on amounts incurred ...