Portfolio alpha stability and allocation optimization models.
6 mins read Stability and robustness of portfolio Alphas – the excess return metric – and its implication for portfolio allocation and optimization
Value investing lessons from the Big Short (film) – Part II
7 mins read Big Short Takeaways for investors and traders – II Part two of our three part series on The Big Short
The Big Short case study
8 mins read For value investors and portfolio managers For portfolio management and fixed income students the 2008 – 2009 financial crisis represents
Higher moment Portfolio models. Skewness preference.
5 mins read So far in the portfolio optimization course our focus has been on single dimension analytics. With both risk and performance
Portfolio Management Sample Exam
3 mins read This is a sample portfolio management and optimization assessment exam used for the Executive MBA version of the course. Enrolled
Portfolio Management Alpha dominant strategies
3 mins read As part of our case discussion in the Portfolio Optimization course, we proposed a simple question to eighteen odd apprentice