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New Frontier's mission is to develop and apply institutional quality investment methods and technology to improve asset management in practice. We continue to explore the intersection of theory and practice.

Recent Publications

Book	Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation 2nd edition >>
Paper	"Estimation Error and Portfolio Optimization" Journal of Investment Management 1st qtr 2008 >>
Rejoinder	"Defense of Markowitz-Usmen" awaiting publication >>

 

"I've been doing asset allocations for a long, long time, and this is one of the greatest advances in optimization tools I've seen in at least 10 years." --Venita Olson, director of research at Barra RogersCasey in 2000 about resampling