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
  • Combining multiple valuation models
  • Style Management
  • Dividend discount model
Economic Liability
  • Liability planning and pension policy