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Category Archives: Optimization

How big is the difference in monthly retirement payments due to the impact of taxes and fees over the savings cycle?

Impact of taxes and fees on retirement savings and spending

Impact of taxes and fees on retirement savings and spending Let’s begin with a simple question. When it comes to managing money, how much impact do small mistakes or decisions make? Minor oversights like fund management fees or taxes? After all how much difference does


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 Training – Dubai, Bangkok – March 2017

Portfolio Management Training workshop, Dubai, Bangkok This intense, hands on two day training workshop on Advance Portfolio Management techniques is meant as a hands on refresher for both new and experienced portfolio managers. The course uses Excel Solver optimization as a canvas for exploring and answering a


Insurance portfolio optimization challenge solution.

The Life Insurance Company Portfolio Optimization Challenge solution. There are a number of changes that we need to make to our existing model before we can build the solution for life insurance portfolio optimization challenge.  As mentioned earlier the insurance portfolio challenge comes with additional


Market Risk Metrics – Portfolio Volatility

Portfolio Volatility The riskiness of a given portfolio may be gauged by the riskiness of the instruments that make up the portfolio. However the portfolio risk or volatility of portfolio returns is not necessarily equal to the sum of each instrument’s risk as given by