Last edited by Maucage
Wednesday, May 13, 2020 | History

1 edition of Maximum return, minimum risk found in the catalog.

Maximum return, minimum risk

James B. Cloonan

Maximum return, minimum risk

a practical approach

by James B. Cloonan

  • 47 Want to read
  • 12 Currently reading

Published by American Association of Individual Investors in Chicago, Ill .
Written in English

    Subjects:
  • Investment analysis,
  • Investments

  • Edition Notes

    Includes bibliographical references (p. 93-96).

    Statementby James B. Cloonan
    Classifications
    LC ClassificationsHG4529 .C57 2011
    The Physical Object
    Paginationv, 96 p. :
    Number of Pages96
    ID Numbers
    Open LibraryOL25202740M
    ISBN 109781883328269
    LC Control Number2011292763

    So with all these money multiplication strategies, where should you put your hard earned savings? How should you allocate your funds to generate maximum gains yet minimize your risks? Specifically, for each month in the sample we run a regression across firms of the maximum daily return within that month on the maximum daily return from the previous month and seven lagged control variables that are defined in the Appendix and discussed in more detail later—the market beta (BETA), the market capitalization (SIZE), the book Cited by: The maximum past return is the maximum daily return in the past month. The minimum past return is de ned in the same way, but is multiplied by -1, so that high values of the minimum return mean "lottery-like" stocks. Minimum returns are orthogonalized to maximum returns by performing, each month, a cross-sectional regression of minimumCited by: 1.   Risk involves the chance an investment 's actual return will differ from the expected return. Risk includes the possibility of losing some or all of the original investment. Different versions of.

    The MSCI World Minimum Volatility (USD) Index was launched on Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed over that time period had the index existed). maximum of the minimum rewards •A very pessimistic decision criterion –Decision maker assumes that the minimum reward occurs for each decision alternative –Select the maximum of these minimum rewards •Most risk averse agent. The MSCI World Minimum Volatility (JPY) Index was launched on Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed over that time period had the index existed). Modern portfolio theory (MPT) is a theory on how risk-averse investors can construct portfolios to optimize or maximize expected return based on a given level of market risk, emphasizing that risk.

    Maximum Drawdown (MDD): A maximum drawdown (MDD) is the maximum loss from a peak to a trough of a portfolio, before a new peak is attained. Maximum Drawdown (MDD) is an indicator of downside risk. Portfolio Management - the art and science of making decisions about investment mix and policy, matching with maximum return for any given risk level (or minimum risk for any given return level) = efficient frontier. Tactical Asset Allocation - TAA File Size: 58KB. To get the maximum value, use the MAX function. MAX takes one or arguments, each representing a number or range or numbers. In this case, we just need to supply the named range prices. To get the minimum price in this list, we need to use the MIN function. Like MAX, MIN takes one or more arguments. As before, we just need to supply the named. After choosing your asset allocation, it is still important to think carefully about where to place each type of investment. After all, what you actually keep is your return after taxes. For example, a stock index fund that tracks the S&P will have low turnover and primarily pay qualified dividends which are taxed at the lower long-term capital gains rate (max 15%).


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Maximum return, minimum risk by James B. Cloonan Download PDF EPUB FB2

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