Portfolio theories

Roy's safety-first criterion

Roy's safety-first criterion is a risk management technique, devised by A. D. Roy, that allows an investor to select one portfolio rather than another based on the criterion that the probability of the portfolio's return falling below a minimum desired threshold is minimized. For example, suppose there are two available investment strategies—portfolio A and portfolio B, and suppose the investor's threshold return level (the minimum return that the investor is willing to tolerate) is −1%. Then, the investor would choose the portfolio that would provide the maximum probability of the portfolio return being at least as high as −1%. Thus, the problem of an investor using Roy's safety criterion can be summarized symbolically as: where Pr(Ri < R) is the probability of Ri (the actual return of asset i) being less than R (the minimum acceptable return). (Wikipedia).

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Reliability 1: External reliability and rater reliability and agreement

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From playlist Reliability analysis

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The amazing engineering behind roller coasters

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From playlist Engineering Wonders

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Ruby Conf 12 - Making Security Priority Zero by Rein Henrichs

Is security a priority for your team? The recent compromises of LinkedIn, eharmony, Last.fm, and Sony (twenty times) show that it's not enough to make it "a priority": it needs to be priority zero. Learn how to build a security process that will help you detect and mitigate vulnerabilitie

From playlist Ruby Conference 2012

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Intrusion Detection: Part 1

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From playlist Network Security

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Intrusion Detection: Part 2

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From playlist Network Security

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From playlist Google BayesOpt Speaker Series 2021-2022

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From playlist SELF

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From playlist Bayes@Lund 2018

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From playlist Distinguished Visitors Lecture Series

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From playlist Petersen Deep Dives

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Lec 16 | Special Topics in Supply Chain Management

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From playlist MIT ESD.290 Special Topics in Supply Chain Management

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From playlist MIT ESD.290 Special Topics in Supply Chain Management

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From playlist MIT 11.384-11.386 Malaysia Sustainable Cities Program, Spring 2016

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From playlist Advances in Applied Probability 2019

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From playlist Notacon 8

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From playlist Stocks and Bonds

Related pages

Risk management | Expected value | Standard deviation | Value at risk | Sharpe ratio | Normal distribution | Omega ratio | Probability