Portfolio Management Alpha dominant strategies. As part of our case discussion in the Portfolio Optimization course this Saturday we proposed a simple question to eighteen odd apprentice Portfolio Managers in the class. We understand how to calculate Beta and Alpha but do we understand how

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Portfolio Management Training workshop, Dubai, Bangkok This intense, hands on two day training workshop on Advance Portfolio Management techniques is meant as a hands on refresher for both new and experienced portfolio managers. The course uses Excel Solver optimization as a canvas for exploring and answering a

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Calculating annual return holding period return or aggregate returns. This weekend while teaching the portfolio management and optimization course to a group of Executive MBA students at IBA we ran into an interesting debate on calculating annual returns, holding period returns and aggregate returns for an

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Arrival – The science you shouldn’t miss. I have always had a weakness for good science fiction. So when I heard about the premise for Arrival and saw its original trailer, I was hooked. While not a big fan of Amy Adams, I was intrigued

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In the previous post we reviewed the credit risk requirements under the internal ratings based (IRB) and advanced measurement approaches (AMA). In this post we focus on the various methods to recognize financial collateral in counterparty credit risk calculations. Eligible collateral is used to mitigate

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The Team Pakistan APICTA documentary. I promise this is my last APICTA post. No more. Everything else at work has been on hold since mid-November and this whole APICTA focus needs to shift to the other 99% of my life and work – so cross

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TeamPakistan at APICTA 2016 As the sun sets slowly behind the clouds in Taipei, Usama Noman, the founder of Botsify, an APICTA 2016 alum smiles and says softly, ‘Sometimes it is important to win; sometimes it is better to fail and learn a great deal

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The best gift ever. Tomorrow evening at about 10:30 pm 28 teams will board their respective flights to Taipei, Taiwan from Karachi, Lahore and Islamabad. A mix of young and old, startups that are barely breaking even and billion dollar banks, first timers and seasoned

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The evil deed is done. If you had asked me last year, it was the farthest thing possible in my mind in November.  Even in July this year in peak form I didn’t think I was ready to run the mile at race pace, let

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The Life Insurance Company Portfolio Optimization Challenge solution. There are a number of changes that we need to make to our existing model before we can build the solution for life insurance portfolio optimization challenge.  As mentioned earlier the insurance portfolio challenge comes with specific

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