'Optimal portfolio choice' diaporamas de présentation

The Efficient Conditional Value-at-Risk/Expected Return Frontier

THE ACADEMY OF ECONOMIC STUDIES BUCHAREST DOCTORAL SCHOOL OF FINANCE AND BANKING. The Efficient Conditional Value-at-Risk/Expected Return Frontier. Student: Stan Anca Mihaela Supervisor:Professor Moisa Altar. Contents. Objectives VaR, CVaR, ER-properties and optimization algorithms

724 views • 36 slides

Online Financial Intermediation

Online Financial Intermediation. Types of Intermediaries. Brokers Match buyers and sellers Retailers Buy products from sellers and resell to buyers Transformers Buy products and resell them after modifications Information brokers Sell information only. Size of the Financial Sector.

367 views • 26 slides

221 views • 8 slides

Measures of Portfolio Performance

Measures of Portfolio Performance. Measuring returns If a fund manager is generating high returns, pay only for alpha Returns should be risk adjusted Should not pay for adding additional risk Compare to pre-established benchmarks. Asset and Portfolio Returns.

282 views • 8 slides