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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.