'Portfolio selection' presentation slideshows

Critical Phenomena in Portfolio Selection

960 views • 72 slides

Shane Whelan

102 Years of Financial Economics. Shane Whelan. 2002. 1900. 2002. Louis Bachelier: Theory of Speculation. 1900. 2002. Fischer Black & Myron Scholes: The Pricing of Option Contracts and Corporate Liabilities. Robert Merton: Theory of Rational Option Pricing. 1973.

641 views • 44 slides

PORTFOLIO SELECTION: experimental comparison of Universal and non-universal Algorithms

PORTFOLIO SELECTION: experimental comparison of Universal and non-universal Algorithms. Lorenzo Coviello and Petros Mol. Universal Information Processing, Spring 2011. June 2, 2011. Motivation. Investing money in the stock market How to build a successful portfolio?

629 views • 43 slides

Copulas from Fokker-Planck equation

Copulas from Fokker-Planck equation. Hi Jun Choe. Dept of Math Yonsei University Seoul, Korea. Financial Crisis in 2007. Wired Magazine 02.23.09 Recipe for Disaster:The Formula That Killed Wall Street by S. Salmon. Gaussian Copula by Davis X. Li.

725 views • 38 slides

Chapter 6

Chapter 6. Portfolio Selection. Chapter Summary. Objective:To present the basics of modern portfolio selection process Capital allocation decision Two-security portfolios and extensions The Markowitz portfolio selection model. Allocating Capital Between Risky & Risk Free Assets.

518 views • 38 slides

Optimal Portfolios and Efficient Frontier

INVESTMENT ANALYSIS ACT 4221. Optimal Portfolios and Efficient Frontier. Lecture 05A. Harry M. Markowitz, 1927-. Founder of Modern Portfolio Theory. Harry Markowitz shared the Nobel memorial prize in 1990 with William F. Sharpe and Merton H. Miller . Major Works of Harry M. Markowitz

886 views • 37 slides

Optimal Portfolios and Efficient Frontier

INVESTMENT ANALYSIS ACT 4221. Optimal Portfolios and Efficient Frontier. Lecture 05A. Harry M. Markowitz, 1927-. Founder of Modern Portfolio Theory. Harry Markowitz shared the Nobel memorial prize in 1990 with William F. Sharpe and Merton H. Miller . Major Works of Harry M. Markowitz

524 views • 36 slides

Portfolio Theory

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Attention and Revealed Preference in a Portfolio Choice Problem

Attention and Revealed Preference in a Portfolio Choice Problem. Peter J. Hammond, Warwick Stefan Traub, Bremen. Workshop on noise and imprecision in individual and interactive decision-making Warwick, April 16 th -18 th 2012. Outline. Motivation Theory The Experiment Attention Results

403 views • 27 slides

Carrot Dicing

555 views • 23 slides

Robust Portfolio Modeling in the Development of National Research Priorities

624 views • 22 slides

Svante Mandell * , Han-Suck Song * , Abukar Warsame * and Mats Wilhelmsson * **

Analysis of the interrelationship between listed real estate share index and other stock market indexes The Swedish stock market 1996-2011. Svante Mandell * , Han-Suck Song * , Abukar Warsame * and Mats Wilhelmsson * ** * Royal Institute of Technology (KTH), Stockholm, Sweden

344 views • 20 slides

INTRODUCTION

COMPARISON BETWEEN SINGLE AND MULTI OBJECTIVE GENETIC ALGORITHM APPROACH FOR OPTIMAL STOCK PORTFOLIO SELECTION. INTRODUCTION. Finding a solution for an investment process with which we can have influence on a computation time

286 views • 18 slides

Jamming-Aware Traffic Allocation for Multiple-Path Routing Using Portfolio Selection

Jamming-Aware Traffic Allocation for Multiple-Path Routing Using Portfolio Selection. Authors: P. Tague et al. IEEE/ACM transactions on Networking Presented by : Ying Xuan. Jamming Behaviors. disturb wireless communications proactive / reactive constant, random, repeat, deceive

269 views • 18 slides

So you think you know about RISK?

263 views • 17 slides

Introduction to Modern Investment Theory (Chapter 1)

Introduction to Modern Investment Theory (Chapter 1). Purpose of the Course Evolution of Modern Portfolio Theory Efficient Frontier Single Index Model Capital Asset Pricing Model (CAPM) Arbitrage Pricing Theory (APT) Stock Returns. Purpose of the Course.

684 views • 14 slides

Portfolio Optimization

Portfolio Optimization. Literature Review Portfolio Optimization without Transaction Costs Portfolio Optimization with Transaction Costs. Markowitz. Return. Mean-Variance Model. Risk. Sharpe. Skewness. Arrow. Basic Scenario-Based Portfolio Optimization. Downside Risk. Merton.

216 views • 13 slides

Microsoft Project and Portfolio Management Solution

Microsoft Project and Portfolio Management Solution . Yorai Linenberg Founding Partner UMT. Graham Shakespeare Project Specialist Microsoft. Project Management Evolution. Project portfolio management People utilisation and tracking Collaboration on documents and risks Microsoft EPM.

422 views • 12 slides

Bayesian evaluation and selection strategies in portfolio decision analysis

217 views • 11 slides

M ean - Variance Portfolio Selection for a Non- life insurance Company

M ean - Variance Portfolio Selection for a Non- life insurance Company. ?ukasz Delong, Russell Gerrard. The insurance risk process. collective insurance risk model C(t) denote aggregate claim amount paid up to time t the process is a compound Cox process.

196 views • 9 slides