Finding candidate options for investment from building blocks to composite options and preliminary screening
This report describes a methodology and prototype tool, the Building Blocks to Composite Options Tool (BCOT), for identifying good candidate options to use in investment analysis.
| Autores Corporativos: | , |
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| Otros Autores: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Santa Monica :
Rand Corporation
2008.
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| Edición: | 1st ed |
| Colección: | Technical report (Rand Corporation) ;
TR-501-OSD. |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009426437606719 |
Tabla de Contenidos:
- Introduction BCOT's structure and flow The centralized interface : inputs and outputs A notional example Conclusions and next steps Appendix A. Effectiveness calculations Appendix B. Subtleties in the concept of nearness to the efficient frontier Appendix C.A genetic algorithm approach for identifying good candidate options Appendix D. Changing building blocks or scenarios Appendix E. Changing list names (scenarios, focus, etc.)Appendix F. Changing parameters Appendix G. Array operations used in BCOT Appendix H. Excel-based graphics for BCOT
