PortfolioLatest: —
Mean-Variance
Portfolio Optimization
Optimal Treasury long/short weights by holding period plus the corresponding risk-return frontier and key portfolio points.
Maturities
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3mo through 30yr
Publication Dates
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Historical snapshots
Latest Rebalance
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Holding Periods
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Frontier horizons
Optimal Treasury Weights
No portfolio data available yet.
About This Model
The portfolio optimization app applies mean-variance optimization to Prominent Survey forecast data, computing long and short Treasury maturity weights for each publication date and holding period. The frontier view shows the risk-return tradeoff behind the optimizer, including minimum-variance, tangency, and selected optimal portfolios.