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All posts by Jawwad Farid

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-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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Three minutes

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. 

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