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Using Stock Clusters
The data here is from the spring of 2003, but the method of analysis bore fruit and is worth repeating. This traditional method of diversification can be improved by analyzing price movements over...
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Diversification Helps Growth
This is an excerpt from the draft of an article I wrote in the late 1990’s which was published in The Journal of Portfolio Management, Jarrod W . Wilcox, “Investing at the Edge”, Spring 1998, Vol. 24,...
View ArticleTwo Patches for Markowitz Portfolio Optimizers
Recently I was asked to be a discussant to a presentation for the Boston Security Analysts Society. The following thoughts are taken from my draft comments. They assume familiarity with optimizers...
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