However, the objective here is to explain a source of the sensitivity in mean-variance efficiency tests, which is based on economics of the mean-variance efficient frontier
, not on a specific test statistic.
10) Their study considered only one point on the efficient frontier
, however, and covered a slightly different time period.
For each of the problems, by solving an extended HJB equations system, the equilibrium strategy, equilibrium value function, and the corresponding equilibrium efficient frontier
Russo brings over 20 years of experience in managing and building companies from an operational and financial perspective, having most recently served as CFO at Efficient Frontier
, a company that was acquired by Adobe last year.
Further, different portfolios on the efficient frontier
can be combined in long/short combinations to generate new portfolios lying on the efficient frontier
Adobe Systems Incorporated (Nasdaq:ADBE), a provider of digital technology solutions, announced today the completion of its acquisition of Efficient Frontier
, a provider of optimising multi-channel and auction-based digital advertising platforms across search, display and social media.
The set of insurance solutions that provide the lowest cost of risk for each given level of risk form what is deemed the efficient frontier
, much like points on aline.
According to the firm's assumptions, the combination of lower fixed-income returns, a decline in economic growth assumptions and reduced equity returns "pulls the efficient frontier
We believe TCTL is well positioned to help investors tactically manage equity exposure, with the goal of remaining globally diversified on the efficient frontier
According to (8), the efficient frontier
of the problem [P.
The projected point on the efficient frontier
obtained as such may not be a representative projection for the judged unit, and consequently, some authors in the literature have suggested determining closest targets instead.