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Monthly Archives: February 2017

Skewness-Portfolio-Impact

Higher moment Portfolio models. Skewness preference.

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-a-collection-of-beta

Portfolio Management and Optimization – Sample Exam

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

Portfolio-Management-Risk-vs-Return-2008-2016

Debunking Finance data science myths

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

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Four minutes

Four 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. 

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