Higher moment Portfolio models. Skewness preference. So far in the portfolio optimization course our focus has been on single dimension analytics. With both risk and performance we have only looked at one metric at a time. While our Solver models have worked with multiple constraints,

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Portfolio Management and Optimization Assessment This is a sample portfolio management and assessment exam used for the Executive MBA version of the course. Enrolled participants Students were given three hours to solve this assessment exam.   All question are to be solved used the exam

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Debunking Finance data science myths. An actuary and a computer scientist looks back in order to debunk finance data science myths. When I first started working with models, the phenomenon that fascinated me the most was changes in stock market prices.  This was in an

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Slower than the Flash. Bigger than a duck. The last twelve months have been a big mix of surprises and personal milestones. I have managed to live a year with reduced working hours, limiting office to just the first half of the day. I lost

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Startup Founders and Failure. After a break of thirteen years I finally agreed to teach the Startup and Founders Crash Course in the full 12 week format at Habib University this year. The course uses a failure based framework to teach startup founding teams how

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Dow Jones 20,000. How real is the Trump rally? Dow Jones Industrial Average cracked the 20,000 mark for the first time today fueled by President Trump’s promises to cut taxes, adopt protectionist policies, and move manufacturing jobs back to the US. We have already labeled

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Rationality is overrated. On rational thinking. A few months ago I was asked to address an audience of budding potential actuaries. As I spoke to them about model building, I touched upon the fatal attraction of rationality in making bigger choices and decisions. Of how it

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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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