New Frontier: Inventors of the Michaud Resampled Efficient Frontier

Spotlight Index Universe Conference Robert Michaud will present on the risks of low volatility investing at the rescheduled Inside Indexing Conference hosted by Index Universe in Boston, June 17-18. He recently gave a similar talk at this spring's Next Generation Endowment Summit US, which serves to bring together Chief Investment Officers who are currently investing in innovative funds and investments that will positively impact their bottom line. How do alternative approaches such as smart beta, low volatility, and non-cap weighted indexing fit into traditional asset allocation strategies? Do alternative indexes break asset allocation models? How do you cope with tracking risk? What implementation challenges arise with these strategies? What is the best approach?		Investment Solutions New Frontier offers institutional expertise and patented investment processes to enhance return and manage risk via statistically vigorous, robust, and transparent investment vehicles. Software Solutions Awarded four patents, New Frontier provides state-of-the-art asset allocation and portfolio optimization tools featuring the Michaud Resampled Efficient Frontier™ and other innovations. Research A globally-recognized independent research authority, New Frontier continues to contribute to the cutting-edge of investment theory in asset allocation, investment strategies, global investment management, optimization, stock valuation, portfolio analysis, and trading costs. Blog
Announcements
Black-Litterman Paper The paper "Deconstructing Black-Litterman,” (JOIM Q1 2013), co-authored by Richard Michaud, David Esch, and Robert Michaud challenges the investment effectiveness of the Black-Litterman procedure.	Genworth Investment Mastery Robert Michaud will present at the Genworth Investment Mastery event in Walnut Creek, CA this week.
About New Frontier New Frontier is a Boston-based research and registered investment advisory firm specializing in the development and application of state-of-the-art investment technology. Founded in 1999 by the inventors of the world's first broad spectrum, patented, provably effective portfolio optimization process, the firm continues to pioneer new developments in asset management. New Frontier's services help institutional investors worldwide select and maintain more effective portfolios.