I am a private investor and I wish to invest my (some of) pension myself in stocks, ETFs and bonds. I want to implement at model myself.
Which quantitive portfolio optimization model will you suggest to a private investor to invest one's pension? And why?
I think I will (possibly) rebalance every 6 or 12 month..
Black-Litterman? Markowitz? Mean-CVaR? There are many of them