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2. Post-modern portfolio theory - Wikipedia

   en.wikipedia.org/wiki/Post-modern_portfolio_theory

   In other words, looking at just the discrete monthly or annual values does not tell the whole story." Using the observed points to create a distribution is a staple of conventional performance measurement. For example, monthly returns are used to calculate a fund's mean and standard deviation.

3. PnL explained - Wikipedia

   en.wikipedia.org/wiki/PnL_Explained

   To calculate 'impact of prices' the formula is: Impact of prices = option delta × price move; so if the price moves $100 and the option's delta is 0.05% then the 'impact of prices' is $0.05. To generalize, then, for example to yield curves: Impact of prices = position sensitivity × move in the variable in question

4. Easy Steps to Creating a Portfolio with Monthly Dividends

   www.aol.com/news/easy-steps-creating-portfolio...

   Shareholders in dividend-paying stocks received nice raises in 2018. Indeed, for 2018, net dividends rose $58.4 billion, compared to a gain of $37.1 billion in 2017, explains dividend expert Chuck ...

5. Rate of return on a portfolio - Wikipedia

   en.wikipedia.org/wiki/Rate_of_return_on_a_portfolio

   The rate of return on a portfolio can be calculated indirectly as the weighted average rate of return on the various assets within the portfolio. [3] The weights are proportional to the value of the assets within the portfolio, to take into account what portion of the portfolio each individual return represents in calculating the contribution of that asset to the return on the portfolio.

6. Portfolio optimization - Wikipedia

   en.wikipedia.org/wiki/Portfolio_optimization

   Portfolio optimization is the process of selecting an optimal portfolio (asset distribution), out of a set of considered portfolios, according to some objective. The objective typically maximizes factors such as expected return , and minimizes costs like financial risk , resulting in a multi-objective optimization problem.

7. Sortino ratio - Wikipedia

   en.wikipedia.org/wiki/Sortino_ratio

   In post-modern portfolio theory an analogous process is followed. Observe the monthly returns. Fit a distribution that permits asymmetry to the observations. Annualize the monthly returns, making sure the shape characteristics of the distribution are retained. Apply integral calculus to the resultant distribution to calculate the appropriate ...

8. Time-weighted return - Wikipedia

   en.wikipedia.org/wiki/Time-weighted_return

   Suppose an investor transfers $500 into a portfolio at the beginning of Year 1, and another $1,000 at the beginning of Year 2, and the portfolio has a total value of $1,500 at the end of the Year 2. The net gain over the two-year period is zero, so intuitively, we might expect that the return over the whole 2-year period to be 0% (which is ...

9. How to calculate the present and future value of annuities - AOL

   www.aol.com/finance/calculate-present-future...

   Therefore, the future value of your regular $1,000 investments over five years at a 5 percent interest rate would be about $5,525.63. Note: This calculation assumes equal annual contributions and ...