portfolio optimization

Welcome to the 'portfolio optimization' tag page at Technorati. This page features content from the farthest reaches of the Blogosphere that authors have "tagged" with 'portfolio optimization'.

Latest blogosphere posts tagged “portfolio optimization”

• The Prospects for Global Imbalances: A View from the IMF

  
  Investing to Wealth — Authority: 171
  Following up on recent posts ( [1] , [2] , [3] , [4] , [5] [6] ) Heres another take on the prospects for resolving global imbalances, from Olivier Blanchard and Gian Milesi Ferretti, "Global Imbalances: In Midstream?" Staff Position Note 09/29 (Dec. 22, 2009) : IV.B. Lower Global Imbalances in the Future ...
  3 days ago

• Lost decade for stocks

  
  Investing to Wealth — Authority: 171
  Why were the aughts so nasty for stocks?
  4 days ago

• Podcast on the federal debt

  
  Investing to Wealth — Authority: 171
  EconTalk hosts a podcast of a conversation I had with George Mason Professor Russ Roberts on deficits and the debt. At the end we also get to a discussion of oil markets. You can participate in the discussion with your own comments either here or over at EconTalk .
  1 week ago

• A Crisis Reading List

  
  Investing to Wealth — Authority: 171
  Policy Responses to the Great Recession . Links here .
  1 week ago

• What went wrong and how can we fix it?

  
  Investing to Wealth — Authority: 171
  Thats the title of an article I wrote for the UCSD Economics Departments Economics in Action , which I reproduce below.
  1 week ago

• Teaching Macro, after the Great Recession

  
  Investing to Wealth — Authority: 171
  Or, How to adapt the intermediate macro syllabus to an altered world This semester is the first time Ive taught intermediate macroeconomics link in over two years. The last time I taught this course in the Spring of 2007 , the key topics were inflation, the possibility of stagflation, and the possibility of ...
  1 week ago

• How High Do Income Elasticities Have to Be to Explain the Recent Import Drop-off?

  
  Investing to Wealth — Authority: 171
  Theres been a debate over the cause of the trade flow drop-off, with varying explanations being offered. Broadly speaking, the explanations are (1) trade credit and credit crunch more broadly, (2) enhanced vertical specialization implying higher income elasticities, and (3) compositional effects (the trade dependent ...
  2 weeks ago

• Should the Fed be the nation’s bubble fighter?

  
  Investing to Wealth — Authority: 171
  Thats a question recently taken up by the Wall Street Journal . Here are my thoughts.
  2 weeks ago

• Exchange Rate Policies

  
  Investing to Wealth — Authority: 171
  My colleague Charles Engel has a new paper circulated by the Dallas Fed entitled "Exchange Rate Policies" , which brings theory to bear on the topic. From the introduction:
  3 weeks ago

• Deficit links

  
  Investing to Wealth — Authority: 171
  Some quick excerpts of what others are saying.
  3 weeks ago

• The Employment Situation in Graphs

  
  Investing to Wealth — Authority: 171
  ...and an initial read on monthly GDP.
  3 weeks ago

• Interesting Picture of the Day

  
  Investing to Wealth — Authority: 171
  What Are These Two Series? Figure 1
  3 weeks ago

• Anemic recovery

  
  Investing to Wealth — Authority: 171
  Recent indictors continue to support the impression that were in the midst of a weak economic recovery.
  4 weeks ago

• CBO’s Assessment of ARRA’s Impact on Q3 Output and Employment

  
  Investing to Wealth — Authority: 171
  From CBOs just released Estimated Impact of the American Recovery and Reinvestment Act on Employment and Economic Output as of September 2009 : ...Economicoutput and employment in the spring and summerof 2009 were lower than CBO had projected at thebeginning of the year. But in CBOs judgment, thatoutcome reflects ...
  4 weeks ago

• Cash for appliances

  
  Investing to Wealth — Authority: 171
  From the folks who brought you Cash for Clunkers.
  4 weeks ago

• Blogonomics: Some Random Thoughts

  
  Investing to Wealth — Authority: 171
  Back in late October, I was invited to Bank of Canada - ECB workshop (organized by Brigitte Desroches and James Rossiter ), entitled "Understanding economic outcomes in uncertain times" . I was flattered (and a little surprised) to be asked to participate in a panel discussion on "blogonomics", chaired by David ...
  4 weeks ago

• Debt and Interest Rates: Some Empirical Evidence and Implications

  
  Investing to Wealth — Authority: 171
  Todays NYT article suggests apocalypse (very) soon: ...the government faces a payment shock similar to those that sent legions of overstretched homeowners into default on their mortgages. Do we really need to worry so much in the short term?
  5 weeks ago

• Factors in local house price declines

  
  Investing to Wealth — Authority: 171
  UCSD Ph.D. candidate Sam Dastrup has completed a very interesting study with his advisor Professor Richard Carson of what accounts for differences across U.S. communities in the magnitude of the decline in real estate prices that weve seen over the last several years.
  5 weeks ago

• Baselines, Counterfactuals and the Stimulus

  
  Investing to Wealth — Authority: 171
  Apropos the post on evaluating the impact of the stimulus, here is graphical depiction of what IHS Global Insight, Macroeconomic Advisers, and Moodys predicted under the counterfactual of no stimulus against the w/stimulus outlook (from NYT ).
  5 weeks ago

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