Portfolio composition for 2008-2012

MVO model

TA Model

$i$

$w_i$

${\overline{R}}_P$

${\sigma }_P$

$i$

$w_i$

${\overline{R}}_P$

${\sigma }_P$

ARM

24.9392%

1.2%

1.3607%

ARM

28.5528%

1.2%

1.4384%

DTK

12.2033%

DTK

10.0118%

EABL

32.5624%

EABL

29.9954%

KUKZ

24.7311%

KQ

1.0864%

NMG

5.5639%

KUKZ

29.9944%