tag:blogger.com,1999:blog-3437349153258712387.post3730402706356966102..comments2023-06-29T01:56:32.190-07:00Comments on Portfolio Management under Estimation Risk: US portfolio recommendation (from 2, April 2012)Javier Nogaleshttp://www.blogger.com/profile/13206206259474924684noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-3437349153258712387.post-50461422732565661612012-05-31T00:33:20.315-07:002012-05-31T00:33:20.315-07:00I compute the minimum-variance portfolio using the...I compute the minimum-variance portfolio using the Ledoit-Wolf estimator for the covariance matrix. See my previous posts. In particular, I use weekly data from the last 3 years to compute that matrix.Javier Nogaleshttps://www.blogger.com/profile/13206206259474924684noreply@blogger.comtag:blogger.com,1999:blog-3437349153258712387.post-11349209543051678652012-05-30T17:42:53.480-07:002012-05-30T17:42:53.480-07:00Javier: please, which tools do you use to build th...Javier: please, which tools do you use to build those low vol portfolios? I would be interested in knowing more about your exact methodology to build myself, maybe using ETFs.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-3437349153258712387.post-5946484276670485722012-05-09T05:37:58.163-07:002012-05-09T05:37:58.163-07:00This portfolio is really safe,always doing a good ...This portfolio is really safe,always doing a good job for their portfolio and we can see how manage and careful to their portfolio.Pia Kanteehttp://www.kehrainterior.fi/portfolio-item/finlandia-group/noreply@blogger.com