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Category Archives: Investment strategy

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,

Dow Jones 20,000. How real is the Trump rally?

Dow Jones 20,000. How real is the Trump rally? Dow Jones Industrial Average cracked the 20,000 mark for the first time today fueled by President Trump’s promises to cut taxes, adopt protectionist policies, and move manufacturing jobs back to the US. We have already labeled

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