Browse By

Category Archives: Portfolio management

The difference between value and growth investing.

The difference between Value and Growth investing. What is the difference between value and growth investing? How do the two investing models and frameworks differ from each other? Are there points where the two investing styles overlap or merg? Value investing focuses on finding undervalued

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


The case for Optimal portfolio alpha.

The case for optimal portfolio alpha. We revisit the optimal portfolio alpha allocation challenge. What is the right approach for allocating portfolio alpha? Maximizing alpha, minimizing alpha or somewhere in between? Is there a viable alternate approach that can make money with  portfolio alpha estimation


Portfolio alpha stability and allocation optimization models.

Portfolio Alpha stability and portfolio optimization models Stability and robustness of portfolio Alphas – the excess return metric – and its implication for portfolio allocation and optimization models – a short thesis on portfolio alpha stability. How stable is your portfolio alpha – introducing alpha


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


Calculating annual return holding period return or aggregate return?

Calculating annual return holding period return or aggregate returns. This weekend while teaching the portfolio management and optimization course to a group of Executive MBA students at IBA we ran into an interesting debate on calculating annual returns, holding period returns and aggregate returns for an