Article Archive For Keyword: Portfolios by

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• A Duration Proxy For Stock Portfolios by George R. Arrington, Ph.D.

  ARTICLE SYNOPSIS...Duration, used in fixed-income portfolios to measure risk associated with changes in interest rates, is applied here to measure the risk of a stock portfolio. The duration statistic has proved to be a valuable risk indicator for fixed-income portfolios

AUTHOR: George R. Arrington, Ph.D.DATE: AUG 1998

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• Commodity Portfolios by DR. BASIL VENITIS

  ARTICLE SYNOPSIS...Commodity Portfolios by DR. BASIL VENITIS The techniques introduced here are a pre-requisite for any serious commodity investor who does not play the game just for the fun of it. They are the guidelines that separate the men from the boys. The main reas

AUTHOR: DR. BASIL VENITISDATE: SEP 1983

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• Managing Dynamic Portfolios by Kevin Morgan

  ARTICLE SYNOPSIS...Stocks & Commodities V. 25:5 (46-56): Managing Dynamic Portfolios by Kevin Morgan Here's how to build an automated trading system that reselects its preferred trading symbols on a recurring basis. Computerized trading system development and execution p

AUTHOR: Kevin MorganDATE: MAY 2007

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• Simulating Trading Portfolios by Ajay Jani

  ARTICLE SYNOPSIS...Simulating Trading Portfolios by Ajay Jani Trading commodities? Here are the steps to testing a trading system used for a portfolio of commodities. This article also discusses portfolio-level simulations, variable shift testing and money management. A

AUTHOR: Ajay JaniDATE: MAR 1994