Calculating annual return holding period return or aggregate return?
4 mins read This weekend while teaching the portfolio management and optimization course to a group of Executive MBA students at IBA we
Insurance Portfolio Optimization Challenge – Steps to solve the challenge
3 mins read There are a number of changes that we need to make to our existing model before we can build the
Portfolio applications with EXCEL Solver
5 mins read A review of portfolio applications with EXCEL Solver including portfolio construction, allocation and optimization challenges. Challenges include applications from trading
Life Insurance Investment Portfolio Optimization – Challenge
4 mins read The investment management function for a life insurance company faces multiple challenges. We try and address some of these challenges
Index matching portfolio optimization with Solver
4 mins read Active and passive investment management styles How much value does a trader or investment manager bring to the table? In
Holding period return & portfolio performance
5 mins read We dry run of our Portfolio Optimization model for different allocation strategies and evaluate their performance post allocation. We introduce and