Jay's Asset Allocation Blog

Blog about my off-hours work on the problem of Asset Allocation including but not limited to Portfolio Optimization algorithms, algorithms and approaches for improved estimation of Asset Allocation inputs and other potentially related items.

Sunday, April 26, 2009

Paper has moved to SSRN

I've been tracking downloads of the paper from my own site, but I submitted it to SSRN some time ago and it went out in an electronic journal last week, so I'm pushing all downloads through their site to see how many are real and how many are spiders. Should be interesting to see.

I've been quite busy with some night school the last few months, but once it finishes in 3 weeks I'll be able to spend some more time on the asset allocation topics again. Looking forward to running an example through and documenting it.