Values (one row per observation): Mmkt Bonds LgStx MSStx Europe Pacific 199101 0.64 1.12 4.32 6.01 2.76 3.04 199102 0.54 0.78 7.15 9.2 7.73 11 199103 0.56 0.69 2.41 4.21 -6.78 -5.41 199104 0.52 0.99 0.2 0.43 0.96 3.56 199105 0.51 0.68 4.27 3.31 1.48 -0.73 199106 0.48 -0.06 -4.56 -4.25 -8.04 -6.41 199107 0.49 1.32 4.63 4.95 7.15 3.48 199108 0.49 2.05 2.33 3.33 1.8 -5.21 199109 0.46 2.01 -1.67 0 3.23 8.01 199110 0.45 0.96 1.33 3.02 -2.12 4.13 199111 0.42 0.74 -4.01 -3.45 -2.57 -6.51 199112 0.42 3.04 11.41 9.73 7.65 3.06 199201 0.39 -1.39 -1.88 3.67 0.1 -3.93 199202 0.33 0.62 1.24 1.59 0.5 -6.96 199203 0.34 -0.5 -1.93 -3.61 -3.71 -9.14 199204 0.33 0.71 2.91 -1.63 5.93 -4.71 199205 0.33 1.84 0.48 1.27 5.5 7.96 199206 0.31 1.31 -1.49 -3.14 -0.84 -7.62 199207 0.31 1.91 4.04 3.76 -3.66 -1.93 199208 0.29 0.98 -2.07 -2.12 0 13.6 199209 0.27 1.26 1.17 1.34 -1.56 -2.1 199210 0.26 -1.22 0.33 2.65 -6.93 -3.53 199211 0.25 -0.02 3.4 5.71 -0.43 2.09 199212 0.27 1.48 1.21 2.81 2.47 -1.31 199301 0.27 1.89 0.81 2.07 0 -0.26 199302 0.23 1.86 1.36 -1.41 0.86 4.51 199303 0.25 0.37 2.11 3.38 5.1 12.31 199304 0.24 0.74 -2.42 -3.38 2.12 15.82 199305 0.24 0.14 2.65 4.07 1.58 4.1 199306 0.24 1.8 0.27 0.77 -1.36 -2.72 199307 0.25 0.61 -0.42 0.44 0.4 5.78 199308 0.25 1.69 3.79 4.36 8.86 3.1 199309 0.24 0.4 -0.79 2.09 -0.27 -3.45 199310 0.25 0.3 2.08 1.28 3.72 2.29 199311 0.24 -0.97 -1 -3.03 -2.19 -14.31 199312 0.26 0.48 1.22 3.35 7.66 6.9 199401 0.26 1.39 3.38 2.93 4.71 11.35 199402 0.23 -1.78 -2.71 -1.45 -3.62 2.3 199403 0.26 -2.3 -4.39 -4.51 -3.01 -5.37 199404 0.27 -0.83 1.29 0.86 4.91 4.76 199405 0.31 0 1.63 -0.42 -4.11 2.53 199406 0.32 -0.18 -2.47 -3.09 -1.11 2.98 199407 0.35 1.84 3.28 2.69 5.29 -1.99 199408 0.37 0.14 4.08 4.87 2.96 1.69 199409 0.37 -1.44 -2.45 -1.02 -4.08 -2.49 199410 0.4 -0.07 2.25 0.52 4.08 2.39 199411 0.41 -0.18 -3.65 -3.95 -3.84 -5.66 199412 0.46 0.8 1.46 1.25 0.52 0.98 199501 0.48 1.9 2.58 0.92 -0.6 -6.1 199502 0.44 2.17 3.88 4.07 1.97 -2.82 199503 0.5 0.68 2.95 2.26 3.94 6.98 199504 0.48 1.31 2.94 1.81 4.2 5.08 199505 0.5 3.95 3.95 2.27 2.56 -3.88 199506 0.48 0.66 2.31 4.68 1.21 -4.4 199507 0.48 -0.25 3.3 5.86 5.22 7.23 199508 0.47 1.17 0.25 2.57 -3.97 -3.85 199509 0.45 0.95 4.23 2.72 3.03 1 199510 0.47 1.47 -0.36 -2.73 -0.57 -4.87 199511 0.45 1.44 4.38 4.12 0.58 4.93 199512 0.47 1.44 1.93 1.18 3.08 4.87
Half-life in periods (0 for equal weight) Scale factor (12 to annualize monthly returns, 1 for no scaling)
Output format:
Statistics Reverse optimization Optimization
