Portfolio optimisation
Risk manager of the year (utility): GDF Suez Trading
Internal and external clients benefit from utility’s risk management skills
Modeling a risk-based criterion for a portfolio with options
The presence of options in a portfolio fundamentally alters the portfolio's risk and return profiles when compared with an all-equity portfolio. In this paper, we advocate modeling a risk-based criterion for optioned portfolio selection and rebalancing…
Physical portfolio optimisation – improving margins in a tight market
Corporate statement: Sapient Global Markets
Portfolio theory vindicated by crisis, says Markowitz
Nobel prize-winner defends his work on portfolio theory, which critics claim has been discredited by the crisis