PDF-DIVERSIFICATION,REBALANCING,ANDTHEGEOMETRICMEANFRONTIERWilliamJ.Bernst

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1IntroductionThecalculationofthetruelongtermore ectivereturnisanoftenignoredpartoftheportfoliooptimizationprocessThecaseofUScommonstocksandlongtermcorporatebondsinTable1providesawellknownexample

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