Portfolio Construction Based on High Moment Distribution Parameters

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • Investors are differentiated according to different risk-taking levels, which leads to the existence of different portfolios taking into account investor preferences.
  • The four moments utility function enables us to construct portfolios taking into account investors' preferences about risk-aversion.
  • I Know First provides different forecast packages which allow us to select the most promising stocks for portfolio optimization.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here

Portfolio Construction Based on Fundamental Ratios

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • Relative valuation is one of the basic concepts of stock evaluation that allows to determine undervalued stocks.
  • The Treynor-Black model allows to construct a portfolio with active and passive investment parts.
  • I Know First provides the Fundamental Stocks Package based on the AI algorithm which allows to select of the most promising stocks based on the fundamental criteria.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here