Resampled efficient frontier vs Reverse optimisation

What is the difference? Is it the same thing?

totally different.

Resampling is just running MVO multiple times to reduce to GIGO effect.

Reverse optimization doesnt run MVO, it starts at the global market index (or so) and finds returns.

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Thank you for your swift response, mucho appreciated!

So basically:

  • Reverse optimization is to address weakness of MVO. Assume that mkt cap reflect valid weights. Used to estimate expected return. Forward looking optimization.
  • Resampling: Combine MVO and Monte Carlo in some kind of way. More diversified portfolio.