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Recommended Articles

Forecast from the Past Many financial planners may not fully understand the limitations of traditional estimation methods when using historical data to create an optimal portfolio. Employing James-Stein estimation techniques is one way of grappling with these limitations.

Estimation Error and Portfolio Optimization This paper, published in the Journal of Investment Management (2008), synthesizes all of NFA's research into estimation error and portfolio optimization.

Are Good Estimates Enough? Published by the Investment Management Consultants Association in 2009, this article examines the relative importance of estimation and optimization.

Risk and Return Estimation


Once asset classes have been selected, finding an efficient frontier still requires information: the expected returns for each asset class, the expected risk of each asset class, and the expected correlations between different asset classes. Finding these numbers from historic returns is not difficult, but there is a reason why prospectuses always remind investors that investment performance is no guarantee of future results.

New Frontier enhances the investment value of historically estimated information by incorporating modern financial theory, insights into contemporary markets, and socio-political factors in the estimation process by means of advanced statistics. The fact that our estimates optimally reflect investment theory and current market conditions without directional forecasts separates them from academic approaches to strategic asset allocation that only use historical data.

Step 3: Optimization>>


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