Portfolio Management

Portfolio Optimization Models in Excel

Portfolio Optimization Models in EXCEL

5 mins read What do you want from a book on portfolio management and optimization? To begin with how do you take that thing (a list or formulation of Greek symbols) and turn it into an Excel model that works? How do you back test that model? How do you trust it with your capital?


The case for Optimal portfolio alpha.

4 mins read We revisit the optimal portfolio alpha allocation challenge. What is the right approach for allocating portfolio alpha? Maximizing alpha, minimizing