Wealthfront constructs estimates of each asset class’s expected return by using the Black-Litterman model to blend expected returns from the Capital Asset Pricing Model (CAPM), as defined by William Sharpe in 1964, with long-term expectations obtained from the Wealthfront Factor Model.

Authors

• Person: Not available Organization: Wealthfront
  Wealthfront Classic Portfolio Investment Methodology White Paper

Sources

• Wealthfront Classic Portfolio Investment Methodology White Paper research.wealthfront.com Wealthfront via serper

Referenced by nodes (1)

• Wealthfront entity