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mean-variance optimization

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BNET Resources

Mean-Variance Optimization: Modern Portfolio Theory
This article introduces the concepts of Mean-Variance Optimization MVO and Modern Portfolio Theory MPT in both single and multi-period contexts. It is also intended to help one decide which of the two MVO products, VisualMvo or MvoPlus, should one consider for investments. The fundamental goal of portfolio theory is to...
Tags: Theory, Optimization, Portfolio, Efficient Solutions, Mean-Variance Optimization, Investment, Finance
White papers 2003-01-01

Additional Resources

YouTube and Video Optimization: SES Chicago Preview
Listen to my interview with Greg Jarboe, Video SEO expert and author of "YouTube Marketing – an Hour a Day," who will be speaking on YouTube and video optimization at the Search Engine Strategies conference on December 7th, 2009, at the Hilton Hotel in downtown Chicago. Greg shares some special insights...
Tags: Video, YouTube Inc.
News items 2009-11-26
Best of 2008: Social Media Optimization, Part 6
How can online video help with SEO and online reputation management ? Which social bookmarking sites have the most clout? Can social media really increase revenue? What common mistakes should you avoid in social media marketing? Get the answers to these questions and others here in the final...
Tags: Social Media
News items 2009-10-18
Simulation And Optimization For Real Options Valuation
From the executive summary: ‘Real Options Valuation ROV considers the managerial flexibility to make ongoing decisions regarding implementation of investment projects and deployment of real assets. The paper introduces a simulation-optimization approach to valuing real investment options based on a model containing several decision variables and realistic stochastic inputs. Using...
Tags: Valuation, Optimization, Institute For Operations Research, Investment, Finance
White papers 2003-01-01
Customer Experience Optimization: Maximizing Value From Enterprise Customer Relationship Management Investments
As an organization considers how to best implement CRM using the customer as the design point, it becomes clear that while not all customers will be treated the same, each customer's experience must be optimized (where "Optimized" does not necessarily mean "Maximized"). This notion, which the authors' call "Customer Experience...
Tags: Optimization, Investment, Customer, Customer Experience, CRM, Advertising & Promotion, Customer Relationship Management (CRM), Enterprise Software, Marketing, Software
White papers 2004-11-01
Rockwell helps wrap up packaging line optimization
What does "packaging line optimization" mean? Getting the most out of your packaging line involves many factors. Reducing downtime, speeding changeover, minimizing scrap, increasing throughput, and expediting maintenance are just a few of the considerations.
Tags: Rockwell
Research articles 2005-03-01
Modification of the Mean-Square Error Principle to Double the Convergence Speed of a Special Case of Hopfield Neural Network Used to Segment Pathological Liver Color Images
This paper analyzes the effect of the mean-square error principle on the optimization process using a Special Case of Hopfield Neural Network SCHNN. The segmentation of multidimensional medical and color images can be formulated as an energy function composed of two terms: the sum of squared errors, and a noise...
Tags: BioMed Central, Error
White papers 2004-12-01
Little things mean a lot; `Boutique' marketing metrics fill in gaps, pinpoint needs.(internet marketing as a better marketing tool)
Byline: CHRISTOPHER HOSFORD There are any number of "boutique'' marketing tools designed to carefully parse customer behavior and prompt quick tactical shifts. These shifts may or may not result in better sales, but at least you can't say marketers aren't trying. Web analytics have...
Tags: Little Things Mean A Lot Inc.
Research articles 2007-02-01
F5 Networks Inc. F4Q07 (Qtr End 9/30/07) Earnings Call Transcript
Question-and-Answer SessionOperator Thank you. [Operator Instructions]. Our first question from Samuel Wilson of JMP Securities. And your line is open. Samuel Wilson - JMP Securities Good afternoon, everyone. It's a big list, so I won't try and name all of you. But, just three very...
Tags: F5 Networks Inc.
Earnings calls 2007-10-25
Countrywide Financial Q2 2007 Earnings Call Transcript
Question-and-Answer SessionOperator Operator Instructions Your first question comes from the line of Paul Miller from Friedman, Billings, Ramsey. Please go ahead. Paul Miller - Friedman, Billings, Ramsey Thank you very much. Angelo, you've been through a lot of these different cycles out there and this doesn't seems to be...
Tags: Countrywide Financial Corp.
Earnings calls 2007-07-24
AU Optronics Q3 2007 Earnings Call Transcript
Question-and-Answer Session Operator [Operator Instructions]. Your first question comes from the line of Andrew Abrahams from Avian Securities. Please proceed. Andrew Abrahams - Avian Securities Hi, congratulations on an excellent quarter. And I was wondering if you could give a little more detail on...
Tags: AU Optronics
Earnings calls 2007-10-22
Applera Corporation F1Q08 (Qtr End 9/30/07) Earnings Call Transcript
Question-and-Answer SessionOperator Thank you sir. [Operator’s instructions.] One moment while we compile a list of questions. Our first question will come from the line of Ross Muken of Deutsche Bank, please proceed. Ross Muken – Deutsche Bank Good morning everyone. Mark P. Stevenson –...
Tags: Applera Corp.
Earnings calls 2007-10-25
UST Q2 2007 Earnings Call Transcript
Question-and-Answer SessionOperator Operator Instructions And our first question comes from the line of Filippe Goossens with Credit Suisse. Please proceed. Filippe Goossens - Credit Suisse Yes, good morning, gentlemen, and congratulations on a strong performance here. Murray Kessler Good morning, Filippe. Filippe Goossens - Credit Suisse Good morning. My...
Tags: UST Inc.
Earnings calls 2007-07-26
Comparative Analysis of Linear Portfolio Rebalancing Strategies: An Application to Hedge Funds
This paper applies formal risk management methodologies to optimization of a portfolio of hedge funds fund of funds. It compare recently developed risk management methodologies: Conditional Value-at-Risk and Conditional Drawdown-at-Risk with more established Mean-Absolute Deviation, Maximum Loss, and Market Neutrality approaches. The common property of considered risk management techniques is...
Tags: Hedge Fund, Social Science Electronic Publishing Inc., Risk Management, Analysis, Financial Planning, Financial Services, Strategy, Security, Finance, Management
White papers 2001-11-01
Equinix, Inc. Q3 2007 Earnings Call Transcript
Question-and-Answer SessionOperator [Operator instructions]. Our first question comes from Jonathan Schildkraut with Jefferies. Jonathan Schildkraut - Jefferies & Company Wow. Stephen M. Smith - President and Chief Executive Officer Hey Jonathan, how are you? Jonathan Schildkraut - Jefferies & Company Hi guys,...
Tags: Equinix
Earnings calls 2007-10-30
Thoughts On Web Developers, SEO & Reputation Problems
After last week's "Does SEO = Spam" debate erupted, I had a number of follow-up emails where I explained privately more about why SEO has such a bad reputation in some quarters, as well as what SEO is and isn't, from my perspective. I wanted to share some of that...
Tags: Search Engine Optimization
News items 2009-10-19
Blue Coat Systems, Inc. Q2 2010 Earnings Call Transcript
Question-and-Answer SessionOperator Operator Instructions Your first question comes from Troy Jensen – Piper Jaffray. Troy Jensen – Piper Jaffray Looking at the guidance out of you and Riverbed, it seems like the WAN optimization guidance seems to be below that of other companies in the IT space. I’m wondering...
Tags: U.S. Bancorp Piper Jaffray Inc., Call Transcript, Earnings, Blue Coat Systems Inc., WANs, Network Technology, Networking, Seeking Alpha
Earnings calls 2009-11-24
Barnes & Noble Nook Review: Pretty Damn Good [Ebook Readers]
It's a relief to finally lay hands on the Nook. The dual-screen reader was just a prop at its unveiling so I'm happy to report it works pretty well. It can't kill Kindle yet, but it's an alternative worth considering. Do this now: Disregard all other ebook readers on the...
Tags: e-book, LCD, Barnes & Noble Inc., Screen
News items 2009-12-07
Robust Inventory Management Using Tractable Replenishment Policies
This paper proposes tractable replenishment policies for a multi-period, single product inventory control problem under ambiguous demands, that is, only limited information of the demand distributions such as mean, support and deviation measures are available. The parameters of the tractable replenishment policies were obtained by solving a deterministic optimization problem...
Tags: Inventory Control, Inventory Management, Replenishment Policy, Strategic Planning, Strategy, Management
White papers 2007-04-01
Veraz Networks Q4 2007 Earnings Call Transcript
Question-and-Answer SessionOperator Thank you. Ladies and gentleman at this time we'll conduct a question and answer session. Operator Instructions. Our first question comes from the line of Catharine Trebnick with Americas Growth Capital. Please go ahead. Catharine Trebnick - Americas Growth Capital Well, hi Doug and Al? Doug Sabella...
Tags: Veraz Networks
Earnings calls 2008-02-25
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