Modern Portfolio Optimization

by drjeffgrover
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This article presents a practical solution to the strategic asset allocation problem that investors face when attempting to construct an optimal portfolio from a given set of available mutual funds. The optimization model, developed in Excel, uses capital asset pricing model (CAPM) principles to determine security (fund) valuation and the Sharpe Ratio to identify an optimal or efficient combination of the available funds.

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We create and host stand-alone Application Program Interfaces (API) that analyzes data based on client requirements. Our development and hosting rates are 19.99/month for each API and $.50/gb of data. We are experts in the application and integration of Bayes' theorem (BT) using Bayesian Belief Networks (BBN). We have created a stand-alone server system hosting our Flask webserver without using third party hosting to deliver very efficient application program interfaces (API). We develop these API to propagate data to our consumers defined end state. As we researched and published [login to view URL], Strategic Economic Decision-Making-Using BBNs to Solve Complex Problems (Grover 2013) and then [login to view URL], The Manual of Strategic Economic Decision Making-Using BBNs to Solve Complex Problems, (Grover 2016), we have provided manuals that suggests efficient protocols to solve complex problems using observable and non-observable economic events to identify parameter posterior probabilities. My capability statement can be downloaded from my server @ [login to view URL]!AgMMdbZeRtFTkawbVUoXkbqMn2UJoA?e=CEaeDa Thank you The DataSniffer

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