COMMODITIES PORTFOLIO OPTIMIZATION USING @RISK’S TIME SERIES ANALYSIS TOOL

This example presents an investor’s decision. Investor wants to invest $200,000 on a portfolio of four different metal commodities: gold, silver, platinum and palladium. His portfolio horizon is two years. He is not decided on which type of risk profile he should lean to. Our objective is to present him with alternative portfolios that would optimize his choice on how to invest upon the four different commodities presented here.

Leave a Reply

Your email address will not be published. Required fields are marked *