Diversified portfolio and managing risk and Commercial finance Guide - Finance Review

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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