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It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans
Clemens Sialm / Irina Stefanescu / Veronika Pool
mutual fundsResource overview

It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans

Paper2014

by Clemens Sialm, Irina Stefanescu, Veronika Pool

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mutual funds

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Suggested foundations for portfolio construction. Specialist prerequisites vary by paper.

Before you read

  1. Eigenvalues and Covariance Matrices

    Understand the covariance structure of portfolio risk.

  2. Constrained and Convex Optimisation

    Read objectives, constraints and optimality conditions.

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  1. Mean-Variance Optimisation

    Construct allocations and examine sensitivity to estimated inputs.

  2. Portfolio Constraints

    Turn mathematical weights into feasible portfolio decisions.

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