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    Question on Portfolio Construction Techniques

    Hi, as per my knowledge , Screens , Stratification , LP and quadratic are used to construct portfolio as per the given risk return objectives and Feasible conditions. To take in consideration different manager and Investor constraints , (after portfolio has been constructed) Refined alphas are...
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    VAR : adhoc nature and Overemphasis on Notionals

    We have read that Var helps move away from Ad-hoc nature and Over -emphasis on Notionals and sensitivities that characterize the guidelines many managers now use. Can any one explain these lines?
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