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.
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Corporate Authors: | , |
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Other Authors: | |
Format: | Electronic eBook |
Language: | English |
Published: |
Santa Monica :
Rand Corp.,
2008.
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Subjects: | |
Online Access: |
Full text (MFA users only) |
ISBN: | 9780833044884 0833044885 1281736481 9781281736482 |
Local Note: | ProQuest Ebook Central |
Table of Contents:
- 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.