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Category Archives: Portfolio management

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

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 Portfolio Management with Excel Solver to address portfolio optimization problems in the investment management

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

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