Portfolio management

The Big Short case study

For value investors and portfolio managers For portfolio management and fixed income students the 2008 – 2009 financial crisis represents…

March 13, 2017

Portfolio Management Alpha dominant strategies

2012 - 2016 a short case study As part of our case discussion in the Portfolio Optimization course this Saturday…

January 24, 2017

Portfolio Management Training – Dubai, Bangkok – March 2017

Portfolio Management Training workshop Dubai/Bangkok - The training dataset This intense, hands on two day training workshop on Advance Portfolio Management…

January 23, 2017

Calculating annual return holding period return or aggregate return?

This weekend while teaching the portfolio management and optimization course to a group of Executive MBA students at IBA we…

January 23, 2017

Insurance Portfolio Optimization Challenge – Steps to solve the challenge

There are a number of changes that we need to make to our existing model before we can build the…

November 28, 2016

Portfolio applications with EXCEL Solver

A review of portfolio applications with EXCEL Solver including portfolio construction, allocation and optimization challenges. Challenges include applications from trading…

November 26, 2016