Portfolio optimization

Portfolio optimization

Determination of weights of securities in a portfolio such that it best suits a given objective, eg. maximize return for a given risk.
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Olsen will lead the General Insurance global actuarial organization, with responsibility for aligning property/casualty pricing, portfolio and reserving practices with the objective of improving underwriting profitability, as well as providing guidance on portfolio optimization to help inform General Insurance strategy.
He played a key role in the design of P&G's portfolio optimization strategy and has been leading the company through a transformation since 2015.
* Achieved major portfolio optimization milestone with announcement of Brazilian sugar JV with BP
"During the second-quarter, portfolio optimization and new launches stabilized our North American generics business, Copaxone performed above expectations and Austedo achieved a very strong growth rate.
We anticipate having Project 24 completed by the end of the second quarter 2020." "Our financial strength is a result of the strategic steps we began back in May of 2018 with our Portfolio Optimization Plan," added Becker.
"We rarely find companies like Sony that have a depressed valuation, high-quality underlying businesses, numerous options for portfolio optimization, and a capable management team," Third Point said in a public letter to investors.
Our action plan is also producing its first results: thanks to the accelerated portfolio optimization and expenditure discipline, we were able to reduce net debt at year end to below 8.4 [euro] billion."
A former AIG executive is joining AXIS Capital Holdings Limited as head of Underwriting and Portfolio Optimization, also a newly created role.
He discusses the mathematics of Brownian motion and stochastic processes, the mathematics of spot and forward curve commodity models, Merton's jump diffusion model, non-normal distributions, the modeling of half hourly UK power pricing, and pricing single and multi-asset European and American derivatives, as well as Markowitz portfolio optimization and examples of how to create C++ vector and random number classes that facilitate the development of energy risk and derivative pricing software.
Another consideration is the reduced credit impact and risk of lower production and cash flows from further portfolio optimization activities given the company's Anadarko production growth and solid liquidity position.
By utilizing these techniques, Mark has helped executives implement portfolio optimization strategies throughout North America and over dozen countries around the globe.
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