tag:blogger.com,1999:blog-7905515.post8598756848888282688..comments2024-03-14T11:09:32.759-05:00Comments on Falkenblog: Minimum Volatility Portfolio TacticsEric Falkensteinhttp://www.blogger.com/profile/07243687157322033496noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-7905515.post-74261816439633606082012-05-20T21:20:00.872-05:002012-05-20T21:20:00.872-05:00I took the arithmetic mean of my 4 MVP portfolio r...I took the arithmetic mean of my 4 MVP portfolio returns! Go to www.betaarbitrage.com to see those data. Downloading is free.Eric Falkensteinhttps://www.blogger.com/profile/07243687157322033496noreply@blogger.comtag:blogger.com,1999:blog-7905515.post-24829202118851491332012-05-20T19:43:15.328-05:002012-05-20T19:43:15.328-05:00Hi Eric. How did you construct the 'simple ave...Hi Eric. How did you construct the 'simple average' of your MVP portfolios? How did you get access to the weights of each region in the MSCI AC through time?Anonymoushttps://www.blogger.com/profile/16032989096640040962noreply@blogger.comtag:blogger.com,1999:blog-7905515.post-50967151611612936982012-05-17T03:24:52.025-05:002012-05-17T03:24:52.025-05:00This MSCI "index" is not really an index...This MSCI "index" is not really an index, because of the turnover constraint. But there's a demand for pseudo-indexes like this because of ETFs.Maxnoreply@blogger.com