| Portfolio Diversification and Risk Management Financial_services > Commercial finance > Portfolio Diversification and Risk Management |  |
Series of research notes on constructing an optimal portfolio using quadratic programming.
Provides risk management, hedging, and porfolio diversifcation services through proprietary applications designed for futures and commodities trading.
Description of managed futures as an alternative investment and the role they play in portfolio diversification.
Investment services for clients with $500K minimum. Free asset allocation and money manager proposal, as well as research on over 2000 Money Managers.
Presentation of a modification of traditional models of portfolio optimization.
Introductory note on modern portfolio theory.
Description of Barra's global asset allocation model that includes an example of active asset management.
Article that describes the Traynor-Black model for portfolio selection and optimization.
Analysis of Markowitz optimal portfolios in continuous time models.
Lecture notes by Galen Burghart that cover the difference between futures and forwards and outline the pricing and application of equity futures.
Class notes by Galen Burghart on creating synthetic fixed income and equity assets using futures contracts.
Description of a model designed to quantify risk and reward in a portfolio.
Presentation of various portfolio optimization models and their application to Russian markets.
Analysis of the adoption of transaction costs in the global portfolio optimization exercise.
Presentation of an enterprise-wide portfolio optimization model.
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