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ResearchFormerly WizWand

Portfolio Optimization on FF100MEINV (T=120)

435.01Cumulative WealthmSSRM-PGA
-1.2076112.0412225.29338.5388Oct 28, 2024
Updated 8mo ago

Evaluation results

MethodLinks
mSSRM-PGAm=152024.10435.01
mSSRM-PGAm=202024.10433.15
1/N2024.10428.7
mSSRM-PGAm=102024.10421.97
PLCT2024.10399.48
SSMP2024.10222.35
MAXER2024.10188.54
IPSRM-D2024.10188.34
S22024.1043.66
S32024.1038.7
SPOLC2024.1036.2
SSPO2024.1025.62
S12024.1015.57