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Full-Text Articles in Business
Simplified Portfolio Optimization Using Cramer’S Rule In Excel, Tom Arnold, Joseph Farizo, Terry D. Nixon
Simplified Portfolio Optimization Using Cramer’S Rule In Excel, Tom Arnold, Joseph Farizo, Terry D. Nixon
Finance Faculty Publications
The matrix algebra associated with finding minimum variance portfolio weights, mapping the efficient frontier, and determining the tangency portfolio weights is greatly simplified in Excel by applying Cramer’s Rule. Only a scant knowledge of linear algebra is necessary for producing a very intuitive presentation for a multi-asset portfolio. The technique is very easily replicated for an assignment or for providing a classroom resource.
System Of Systems Perspective On Risk: Towards A Unified Concept, C. Ariel Pinto, Michael K. Mcshane, Ipek Bozkurt
System Of Systems Perspective On Risk: Towards A Unified Concept, C. Ariel Pinto, Michael K. Mcshane, Ipek Bozkurt
Finance Faculty Publications
Many systems and projects that concern systems engineers, engineering managers, and business managers today can be defined as system of systems (SoS), which are described as ambiguous, uncertain and dynamic, among others. In addition to the traditional view on risk identification, analysis and management, the concept of risk should be considered with respect to these systems of systems. The purpose of this paper is to analyse both fundamental concepts and recent publications in system of systems, business and engineering management, as well as risk analysis, modelling, and management for the purpose of better describing the concept of risk with respect …