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karw

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Alias Born 02/01/2002

karw

Re: None

Friday, 09/26/2003 3:52:36 PM

Friday, September 26, 2003 3:52:36 PM

Post# of 136
Further...

You can use the efficient portfolio theory to calculate the efficient ratios of the different risky assets.

Using Tobins separation property, AIM or an AIMlike vehicle, can manage the ratio between the riskfree asset and the risky asset.

AIM could manage on a monthly basis, or any other wished frequency.

Rebal can take place quarterly/biyearly, where EPT and AIM can calculate the Rebal matrix.

Kind Regards,K

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