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Category Archives: Portfolio management

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

Portfolio Management with Excel Solver

Portfolio Management with Excel Solver Despite my best efforts to not write another text book, the impossible has happened again. We have some how managed to put together two hundred odd pages on using Excel Solver to address portfolio optimization problems in the investment management world.

Holding period return and portfolio performance

Portfolio performance. Holding period return What we would like to do now is to take our solver portfolio optimization model for a dry run and see how different allocation strategies are put together and evaluated for performance post allocation.  We will introduce and use the

Portfolio Management – The Capital Asset Pricing Model (CAPM)

You are interested in creating your own investment portfolio. What are the elements or factors that you should consider when putting it together? In finance, there are two main pricing theories for valuing or assessing portfolios. The first one is the capital asset pricing model

Calculating Beta Alpha for Portfolio management.

Portfolio Management. Calculating Beta Alpha. Beta measures the covariance of a security with respect to a market index. In our expanded data set, we have now added currencies, bonds and commodities. In addition to the two equity market based index for NYSE and NASDAQ, we have

Portfolio management. The difference between Beta and Alpha.

The difference between Beta and Alpha? The market portfolio is a unique animal. It provides an opportunity for diversification as well as ruin.  Markets shift direction at short notice and while rising tides raise all boats, the true performance of a fund manager is determined

Building Excel portfolio management worksheet.

Building Excel Portfolio Management worksheets.  On day one of our course on portfolio management we introduced basic concepts and challenges of portfolio management. We also introduced the securities universe we are planning to use for our five day workshop. On day two we begin building our Excel

Portfolio management – Risk and Return

Portfolio Management. Risk and return. What is the first image or thought that comes to your mind when you hear the term Portfolio management? Making money trading shares? Figuring out allocation of investments across a group of selected securities? Changing market prices and volatility? Capital

Portfolio management course Dubai

Portfolio Management I am teaching a new course on portfolio management and portfolio optimization at the S P Jain School of Management and Research in Dubai starting this Saturday.  The sessions will run for six evenings for a group of Executive MBA students at the

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