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Estimating the NIH Efficient Frontier

  • Dimitrios Bisias ,

    Contributed equally to this work with: Dimitrios Bisias, Andrew W. Lo, James F. Watkins

    Affiliation Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts, United States of America

  • Andrew W. Lo ,

    Contributed equally to this work with: Dimitrios Bisias, Andrew W. Lo, James F. Watkins

    alo@mit.edu

    Affiliations Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts, United States of America, Computer Science and Artificial Intelligence Laboratory and Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, Massachusetts, United States of America, AlphaSimplex Group, LLC, Cambridge, Massachusetts, United States of America

  • James F. Watkins

    Contributed equally to this work with: Dimitrios Bisias, Andrew W. Lo, James F. Watkins

    Affiliation Department of Surgery, Brigham and Women’s Hospital and Harvard Medical School, Boston, Massachusetts, United States of America

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