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

Bibliographic Details
Main Author: Davis, Paul K.
Format: eBook
Language:English
Published: Santa Monica Rand Corp. 2008, 2008
Series:Technical report
Subjects:
Online Access:
Collection: JSTOR Open Access Books - Collection details see MPG.ReNa
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245 0 0 |a Finding candidate options for investment  |h Elektronische Ressource  |b from building blocks to composite options and preliminary screening  |c Paul K. Davis [and others] 
260 |a Santa Monica  |b Rand Corp.  |c 2008, 2008 
300 |a xvi, 70 pages  |b illustrations 
505 0 |a 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. 
505 0 |a Includes bibliographical references (pages 69-70) 
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520 |a 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