Higher moment Portfolio models. Skewness preference. So far in the portfolio optimization course our focus has been on single dimension analytics. With both risk and performance we have only looked at one metric at a time. While our Solver models have worked with multiple constraints,
Portfolio Management and Optimization Assessment This is a sample portfolio management and assessment exam used for the Executive MBA version of the course. Enrolled participants Students were given three hours to solve this assessment exam. All question are to be solved used the exam
Debunking Finance data science myths. An actuary and a computer scientist debunk popular finance data science myths. When I first started working with models, the phenomenon that fascinated me the most was changes in stock market prices. This was in an era where great fortunes
Slower than the Flash. Bigger than a duck. The last twelve months have been a big mix of surprises and personal milestones. I have managed to live a year with reduced working hours, limiting office to just the first half of the day. I lost
Three minutes On the outskirts of Tehran, about an hour’s drive away from the city center is a hotel that once dreamt of hosting Olympic athletes from across the world. Hotel Olympic is part of the Azadi Sport Complex, the largest sports facility in Iran.
Startup Founders and Failure. After a break of thirteen years I finally agreed to teach the Startup Founders and Failures Crash Course in the full 12 week format at Habib University this year. The course uses a failure based framework to teach startup founding teams