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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.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores Corporativos: United States. Department of Defense. Office of the Secretary of Defense, Rand Corporation
Otros Autores: Davis, Paul K., 1943-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Santa Monica : Rand Corp., 2008.
Colección:Technical report (Rand Corporation) ; TR-501-OSD.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.