Tag Archives: Markowitz Portfolio Theory

Minimum Volatility Portfolio

Posted on January 9, 2023 by Youssef LOURAOUI

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of Minimum Volatility Portfolio, which is derived from Modern Portfolio Theory (MPT) and also in practice to build investment funds. This article … Continue reading →

Posted in Contributors, Financial techniques | Tagged , , , , , | Leave a comment

Optimal portfolio

Posted on December 19, 2022 by Youssef LOURAOUI

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the concept of optimal portfolio, which is central in portfolio management. This article is structured as follows: we first define the notion of an optimal … Continue reading →

Posted in Contributors, Financial techniques | Tagged , , , , | Leave a comment

Specific risk

Posted on April 1, 2022 by Youssef LOURAOUI

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) explains the specific risk of financial assets, a key concept in asset pricing models and asset management in practice. This article is structured as follows: we … Continue reading →

Posted in Contributors, Financial techniques | Tagged , , , , , , | Leave a comment

Systematic risk

Posted on April 1, 2022 by Youssef LOURAOUI

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the systematic risk of financial assets, a key concept in asset pricing models and investment management theories more generally. This article is structured as follows: … Continue reading →

Posted in Contributors, Financial techniques | Tagged , , , , , , , | Leave a comment

Portfolio

Posted on November 26, 2021 by Youssef LOURAOUI

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 →

Posted in Contributors, Financial techniques | Tagged , , , , | 3 Comments

Black-Litterman Model

Posted on November 21, 2021 by Youssef LOURAOUI

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. The Black-Litterman model takes the Markowitz model one step further: it incorporates an … Continue reading →

Posted in Contributors, Financial techniques | Tagged , , , , | Leave a comment