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
The post Portfolio Management Alpha dominant strategies. 2012 – 2016 a short case study. appeared first on Finance Training Course.
Portfolio Management. Calculating Beta Alpha. Beta measures the covariance of a security with respect to a market index. In our expanded data set, we have now added currencies, bonds and commodities. In addition to the two equity market based index for NYSE and NASDAQ, we have
The post Calculating Beta Alpha for Portfolio management. appeared first on Finance Training Course.
The difference between Beta and Alpha? The market portfolio is a unique animal. It provides an opportunity for diversification as well as ruin. Markets shift direction at short notice and while rising tides raise all boats, the true performance of a fund manager is determined
The post Portfolio management. The difference between Beta and Alpha. appeared first on Finance Training Course.
