Quantitative Analysis · Data Science · Machine Learning

Portfolio Theory

  • The Diminishing Benefits of Diversification

    Diversification is a core principle in portfolio management, aimed at reducing risk by spreading investments across multiple instruments. However,...

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  • Is the Efficient Market Hypothesis flawed?

    The Efficient Market Hypothesis (EMH) is a theory in financial economics that states that financial markets are “informationally efficient,”...

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  • Evaluating Portfolio risk-adjusted returns

    Evaluating a portfolio’s risk-adjusted return is more informative than evaluating its return alone because it allows investors to compare...

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  • Evaluation Metrics: Gain-to-Pain Ratio

    The Gain to Pain ratio (also known as the RPR – Reward to Pain ratio) is a risk-adjusted performance...

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  • Evaluation Metrics: Treynor Ratio

    The Treynor ratio is a measure of risk-adjusted return, similar to the Sharpe ratio and the Sortino ratio. It...

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  • Evaluation Metrics: Sortino Ratio

    The Sortino ratio is a risk-adjusted performance measure that is similar to the Sharpe ratio. It is used to...

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  • Evaluation Metrics: Sharpe Ratio

    The Sharpe Ratio is a measure of the risk-adjusted return of an investment. It was developed by economist William...

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  • Efficient Frontier

    What is the efficient frontier in portfolio theory? The efficient frontier is a concept in portfolio theory that represents...

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