Tag Archives: Minimum volatility factor

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 →

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Markowitz Modern Portfolio Theory

Posted on September 20, 2021 by Youssef LOURAOUI

Markowitz Modern Portfolio Theory In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents Markowitz’s Modern Portfolio Theory, a pioneering framework for understanding the impact of the number of stocks in a portfolio and their … Continue reading →

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VIX index

Posted on September 12, 2021 by Youssef LOURAOUI

VIX index In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the VIX index, which is a financial index that measures the uncertainty in the US equity market. This article is structured as follows: … Continue reading →

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