Browse By

Tag Archives: Portfolio management

The difference between value and growth investing.

The difference between Value and Growth investing. What is the difference between value and growth investing? How do the two investing models and frameworks differ from each other? Are there points where the two investing styles overlap or merg? Value investing focuses on finding undervalued

Portfolio-optimization-the-right-alpha-allocation-strategy

The case for Optimal portfolio alpha.

The case for optimal portfolio alpha. We revisit the optimal portfolio alpha allocation challenge. What is the right approach for allocating portfolio alpha? Maximizing alpha, minimizing alpha or somewhere in between? Is there a viable alternate approach that can make money with  portfolio alpha estimation

solver-final-formulation

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-cover-1

Portfolio Management with Excel Solver

Portfolio Management with Excel Solver Learn how to allocate across sectors and specific securities based on risk, return, liquidity and other limits across multi asset portfolios using your friendly spreadsheet version of Excel solver.  Despite my best efforts to not write another text book, the