'Portfolio optimization' presentation slideshows

Schlumberger Business Consulting

1.41k views • 45 slides

High Performance and Productivity Computing with Windows HPC

High Performance and Productivity Computing with Windows HPC. Phil Pennington Windows HPC Microsoft Corporation. Supercomputing Reached the Petaflop. IBM RoadRunner at Los Alamos National Lab. HPC at Microsoft. 2004 Windows HPC team established 2005 Windows Server 2003 SP1 x64

455 views • 43 slides

THE SENSITIVITY OF DOWNSIDE RISK MEASURES TO ESTIMATION ERROR

432 views • 33 slides

Dave Bristol, Eastern Region Sales Manager 800-432-7475 x333, dbristol@palisade.com http://www.palisade.com

Palisade Corporation Risk modeling and analysis in Excel. Dave Bristol, Eastern Region Sales Manager 800-432-7475 x333, dbristol@palisade.com http://www.palisade.com. Agenda. Palisade Corporation Overview What is risk? Using Excel modeling to better understand how risk impacts our work.

500 views • 30 slides

Hedge Fund Portfolios

Hedge Fund Portfolios. Ezra Zask Yale University September 26, 2005. Benefits of Hedge Funds. Equity Hedge. Relative Value. MSCI World. Event Driven. Riskier than traditional investments?. MSCI World. Asia Crisis (8/97). Iraq Crisis (8/90). September 11 (9/01). Russia Crisis (8/98).

413 views • 30 slides

Hedge Fund Portfolios

Hedge Fund Portfolios. Ezra Zask Yale University September 26, 2005. Benefits of Hedge Funds. Equity Hedge. Relative Value. MSCI World. Event Driven. Riskier than traditional investments?. MSCI World. Asia Crisis (8/97). Iraq Crisis (8/90). September 11 (9/01). Russia Crisis (8/98).

378 views • 30 slides

Mean-Variance Analysis

Mean-Variance Analysis. Context of risk-return portfolio optimization. Portfolio optimization. Implementation. performance. Dynamics. New information. risk. Market data. Statistical processing. Hovedpunkter.

544 views • 29 slides

Portfolio Optimization

568 views • 25 slides

Managing a Portfolio of Weather Derivatives

Thinking. The Box. beyond. Managing a Portfolio of Weather Derivatives. June 14, 2000. Managing a Weather Derivative Portfolio. Outline. Background Portfolio Risk / Return Portfolio Optimization. Managing a Weather Derivative Portfolio.

377 views • 21 slides

Five Essential Ingredients for Product Portfolio Optimization - EY India

This report by EY highlights the areas consumer product companies need to address to better optimize their portfolios and, ultimately, drive improved growth and total shareholder returns. Download to read more.

204 views • 20 slides

Quadratic Portfolio Management Variance - Covariance Analysis

Quadratic Portfolio Management Variance - Covariance Analysis. EMIS 8381 Prepared by Carlos V Caceres SID: 27957167 . Agenda. Objectives Portfolio Management Investment I n Action The Return The Volume Weighted Average Price (VWAP) The Risk Variance and Covariance

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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

Risk Analysis Services - Quantitative Research Analysis | IBN

IBN technologies provides complete Risk & Quantitative Analysis services to their client. Our team consist of highly professionals with more than 8 years of exp

333 views • 17 slides

Volatility

Fin250f: Lecture 11.1 Spring 2010. Volatility. Outline. Volatility features Why does volatility change? Simple forecast methods Historical Intra-day, High-Low Implied Volatility stylized facts. Volatility Features. Persistent (very persistent) Correlations diminish for longer horizons

277 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.

217 views • 13 slides

Business Optimization Models

188 views • 11 slides

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176 views • 8 slides

SHAREX: A MULTIPERIOD PORTFOLIO MANAGEMENT MODEL

SHAREX: A MULTIPERIOD PORTFOLIO MANAGEMENT MODEL. Key Features. Integrated system of: stock price forecasting portfolio optimization inventory management facilities for incorporating alternative techniques. Key Features:. t he necessary financial relations included

167 views • 7 slides