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| Treynor-Black Revisited Presentation of an enterprise-wide portfolio optimization model. |   |
Trade Center Inc.: Investment Portfolio Diversification Provides risk management, hedging, and porfolio diversifcation services through proprietary applications designed for futures and commodities trading. |   | |
Porfolio Optimization Article that describes the Traynor-Black model for portfolio selection and optimization. |   | |
Portfolio Optimization Series of research notes on constructing an optimal portfolio using quadratic programming. |   | |
WrapManager: 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. |   | |
Futures-Forward Differences and Equity Futures Lecture notes by Galen Burghart that cover the difference between futures and forwards and outline the pricing and application of equity futures. |   | |
Portfolio Optimization and the Russian Markets Presentation of various portfolio optimization models and their application to Russian markets. |   | |
Modern Portfolio Theory Introductory note on modern portfolio theory. |   | |
Managed Futures: Portfolio Diversification Opportunity Description of managed futures as an alternative investment and the role they play in portfolio diversification. |   | |
Creating Synthetic Assets Class notes by Galen Burghart on creating synthetic fixed income and equity assets using futures contracts. |   | |
Global Asset Allocation Description of Barra's global asset allocation model that includes an example of active asset management. |   | |
Attribution: A Robust Risk/Reward Measure Description of a model designed to quantify risk and reward in a portfolio. |   | |
Diversification, Rebalancing, and the Geometric Mean Frontier Presentation of a modification of traditional models of portfolio optimization. |   | |
Portfolio Optimization with Linear and Fixed Transaction Costs Analysis of the adoption of transaction costs in the global portfolio optimization exercise. |   | |
Optimal Portfolios with Bounded Downside Risks Analysis of Markowitz optimal portfolios in continuous time models. |   | |
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