Cutting to the chase, we find that 17.5% floating exposure acts to minimise interest rate volatility when compared with a reference of 10yr Fixed. Interest rate costs are also reduced, from 4.5% to ...

There is a misconception that allocating portfolios is simply a matter of running portfolio optimization software to find the “efficient frontier,” or the highest expected return for the lowest level ...

The efficient frontier is defined as the set of portfolios which maximizes expected return for a given level of risk. The theory was developed by Nobel laureate and economist, Harry Markowitz, and has ...

The SCHG ETF has a strong contribution from technology companies, and together with the S&P 500, it brought a strong return to the investor. Despite this, projections indicate that the risk premium is ...

Abstract Productivity and efficiency analysis have gained substantial attention in many industries over the last two decades, and stochastic frontier analysis has been one of the most popular ...

Efficient frontier visualizes optimal portfolios by balancing returns with risk. Portfolios right of the efficient frontier yield poorer returns for higher risk. Robo-advisors use this model to ...