Article Categories:

Optimization and Portfolio Construction

• Articles about Michaud optimization as well as more general optimization topics.
• Articles directly relevant to the operation of the New Frontier Asset Allocation Suite (AAS) and Equity Optimizer (EO)
• Corrections and Rebuttals to flawed critiques of Michaud optimization
• Technical Articles detailing theory and motivation behind New Frontier best practice procedures

Financial Planning

• Issues related to long-term and retirement investing
• Multiperiod investing
• Geometric mean and risk propagation

Input Estimation

• Statistical Estimation for optimization inputs
• Stein Estimation and shrinkage
• Estimation error

Investment Strategy

• General topics related to investment strategy
• Critiques and evaluations of popular investment strategies

Valuation

• Combining multiple valuation models
• Style Management
• Dividend discount model

Economic Liability

• Liability planning and pension policy