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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Bibliographic Details
Corporate Authors: United States. Department of Defense. Office of the Secretary of Defense, Rand Corporation
Other Authors: Davis, Paul K., 1943-
Format: Electronic eBook
Language:English
Published: Santa Monica : Rand Corp., 2008.
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.