Tag Archives: Portfolio management

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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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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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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My experience as a portfolio manager in a central bank

My experience as a portfolio manager in a central bank During my studies at ESSEC Business School, I had the chance to attend the SimTrade course. This course helped me to secure an internship as a risk manager at Bank … Continue reading

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