- published: 06 Aug 2012
- views: 6293
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Jake Xia This lecture focuses on portfolio management, including portfolio construction, portfolio theory, risk parity portfolios, and their limitations. License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
First there were 60/40 portfolios, then tactical asset allocation, then risk parity. Now, more powerful, Big Data-driven analytics have put risk factor strategies in the spotlight. Many investors are on a quest for a higher level of portfolio diversification and efficiency, having lived through the financial meltdown and become finely attuned to the perils of correlation among seemingly unrelated asset classes. The expert investors on this panel will discuss the tools and methods they use to address risk and volatility across global markets and how they see each of them fitting into the larger picture. Are alternative investments bringing the benefits they expected? What are the roles of private equity and hedge funds in the evolving landscape? What's the best bet for capital preservation,...
FinTree website link: http://www.fintreeindia.com FB Page link :http://www.facebook.com/Fin... This series of video covers the following key areas: -the reasons for a written investment policy statement (IPS); -the major components of an IPS; -risk and return objectives and how they may be developed for a client; -the willingness and the ability (capacity) to take risk in analyzing an investor’s financial risk tolerance; -the investment constraints of liquidity, time horizon, tax concerns, legal and regulatory factors, and unique circumstances and their implications for the choice of portfolio assets; -the specification of asset classes in relation to asset allocation; -the principles of portfolio construction and the role of asset allocation in relation to the IPS We love what ...
Balaji Vaidyanath from Sundaram AMC where he works as a fund manager in its PMS wing speaks about, investment process and construction of an equity portfolio at the Chennai Investor Education Workshop on Financial Planning and Goal-based investing. The workshop was jointly organised by Srinivasan Sundararaman of MoneyKare, Wealth Managers, and myself and was partially sponsored by Sundaram AMC.
Exchange Traded Funds (ETFs) are great building blocks for a simple, diversified, balanced fund portfolio; one that is more than just a Top40 ETF, but also includes some bonds, property, cash, commodities etc. This JSE Power Hour / JustOneLap webcast on ETFs provides an introduction to these versatile investments and ideas on how construct a portfolio using only ETFs and ETNs. The presentation uses easy-to-understand analogies to de-mystify investment jargon, making it equally accessible to both professionals and the layman alike.
A video using excel to create a portfolio and calculate the Sharpe Ratio, volatility and quantitatively pick the most optimal weights for your stocks. Although there are many various permutations to calculate this, the above example uses the Excel Solver function in Excel.
Group CIO Dan Ivascyn discusses how PIMCO is seeking opportunities while managing risks in the current macro environment in areas including inflation hedging, credit and emerging Markets. For more information, visit pimco.com Follow us for insights on economies, markets and investing: Twitter: https://twitter.com/pimco LinkedIn: http://www.linkedin.com/company/pimco Facebook: http://www.facebook.com/pimco Blog: http://blog.pimco.com Terms and conditions: pimco.com/socialmedia
This 13 minute video is a brief description of how we build a resilient, all-weather portfolio that can carry you through whatever storms may come our way.
Standard asset allocation problems such as mean variance or conditional value at risk can be easily developed and solved using MATLAB® and Financial Toolbox™. Download a Trial of MATLAB: https://goo.gl/C2Y9A5 Learn More About MATLAB Financial Services Solutions: http://goo.gl/j6MNHr Other portfolio construction methods that may have a custom risk measurement or satisfy a different trading style or mandate can also be solved using MATLAB and toolboxes such as Optimization Toolbox™. Many modern investors are following a new approach called Smart Beta - finding alternative weights for indices that are not based around market capitalization. One of these approaches is risk parity, where a portfolio is constructed with each asset having equal contributions to total portfolio risk.
Sector investing can be a very productive approach for capturing alpha and diversifying exposure. While many investors believe simply picking any ETF or index will do, informed investors understand that the underlying index is a key component to managing exposure and performance. What do investors need to understand about sector investing, and how can they help solidify a portfolio? Listen as MSCI, Fidelity and ETF.com sit down to explore why sector investing is one of the fastest-growing areas of the market today and how it can be used as a core component in portfolio construction. This 60-minute webinar will focus on: • Why sectors make sense in today's market • The evolving marketplace—why clients are interested in sectors now more than ever • Best practices for sector due diligen...
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This CFA Level I video covers concepts related to: • Investment Policy Statement • Major Components of IPS • Risk and Return Objectives • Investment Constraints • Portfolio Construction For more updated CFA videos, Please visit www.arifirfanullah.com.
Create a portfolio of stocks using stock price histories downloaded from Yahoo. We create an efficient frontier for a long-only portfolio and show how to graphically display the risk-return tradeoff and the allocations. We next show how to compare frontiers created with other constraints and compare them to the original long-only frontier the R code is available on http://wp.me/pTp8L-3j
Michael talks about portfolio construction and the pitfalls involved in building your investment portfolio
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Anne Walsh, Assistant CIO, Fixed Income, and Eric Palley, Portfolio Construction Group Managing Director, explain that the Portfolio Construction Group conducts portfolio level risk analysis and modeling. http://gugg.gp/2hewLe2