Trying to remember the 6 different asset allocation approaches, I came up with: “I’ve RE-EXPERIENCED 6 MEAN BLACKs in MONTE CARLO. sincerely, ALM” REsampled efficient frontier EXPERIENCED based MEAN variance BLACK litterman MONTE CARLO ALM 6 different approaches
Know that advantage and disadvantage of each. Mean-Vairance, Resample, Black Litterman are all static approach.
I use Mr. Beam M R B E A M