Category Archives: Financial techniques

La rubrique “Aspects techniques” contient des billets sur les aspects techniques de l’application SimTrade : compatibilité avec les navigateurs, architecture, bogues résolus, etc.

Portfolio

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of portfolio, which is a basic element in asset management. This article is structured as follows: we introduce the concept of portfolio. … Continue reading

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Black-Litterman Model

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the Black-Litterman model, used to determine optimal asset allocation in a portfolio. Black-Litterman Model takes the Markowitz Model one step further: It incorporates an investor’s … Continue reading

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Passive Investing

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of passive investing. This article will offer a concise summary of the academic literature on passive investment. After that, we’ll discuss the … Continue reading

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Beta

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of beta, one of the most fundamental concepts in the financial industry, which is heavily used in asset pricing and risk assessment. … Continue reading

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Alpha

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of alpha, one of the fundamental parameters for portfolio performance measure. This article is structured as follows: we introduce the concept of … Continue reading

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Security Market Line (SML)

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the Security Market Line (SML), a key concept derived from the Capital Asset Pricing Model (CAPM). This article is structured as follows: we introduce the … Continue reading

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Capital Market Line (CML)

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022). presents the Capital Market Line (CML), a pilar concept derived from the CAPM. This article is structured as follows: we present an introduction of the concept. … Continue reading

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Active Investing

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of active investing, which is a core investment strategy that relies heavily on market timing and stock picking as the two main … Continue reading

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The IRR, XIRR and MIRR functions in Excel

The IRR, XIRR and MIRR functions in Excel In this article, Léopoldine FOUQUES (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the IRR function in Excel to compute the internal rate of return of a series of cash … Continue reading

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Bollinger Bands

In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents the popular Bollinger bands used in technical analysis. This post is organized as follows: we introduce the concept of Bollinger bands and provide an … Continue reading

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