5 mins read time 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 time A step by step guide to calculating portfolio holding period return for investors, accountants and students.
7 mins read time Is there a single performance metric for accurately predicting future portfolio performance? A metric that works across multiple allocation strategies?
4 mins read time We revisit the optimal portfolio alpha allocation challenge. What is […]
6 mins read time Stability and robustness of portfolio Alphas – the excess return […]
5 mins read time So far in the portfolio optimization course our focus has […]