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?
7 mins read
A step by step guide to calculating portfolio holding period return for investors, accountants and students.
7 mins read
How to effectively assess portfolio performance What is the best […]
4 mins read
We revisit the optimal portfolio alpha allocation challenge. What is […]
6 mins read
Stability and robustness of portfolio Alphas – the excess return […]
5 mins read
So far in the portfolio optimization course our focus has […]