Calculating Portfolio Holding Period Return
7 mins read
A step by step guide to calculating portfolio holding period return for investors, accountants and students.
Evaluating portfolio performance. A single metric to rule them all?
7 mins read
How to effectively assess portfolio performance What is the best […]
The case for Optimal portfolio alpha.
4 mins read
We revisit the optimal portfolio alpha allocation challenge. What is […]
Portfolio alpha stability and allocation optimization models.
6 mins read
Portfolio Alpha stability and portfolio optimization models Stability and robustness […]
Higher moment Portfolio models. Skewness preference.
5 mins read
So far in the portfolio optimization course our focus has […]
Portfolio Management and Optimization – Sample Exam
3 mins read
This is a sample portfolio management and assessment exam used […]