This entry follows on from Part I, describing optimal portfolio selection for portfolios where the expected return and standard deviation are sufficient to describe the decision-makers’ risk profile (i.e. the criteria to be used in deciding what is meant by...
The topic of the selection and weighting of assets (or projects) associated with an optimal portfolio is a large and complex one. For example in general business applications, the determination of the optimal set of companies or subsidiaries that a holding company or...
Continuing with this series of articles introducing cost estimation with @RISK, we will compare the use of the most popular distributions of this technique: the Triangular and the PERT. We know that cost estimation is one of the most critical parts of project...
A Purchasing Strategy Example Palisade’s PrecisionTree software allows you to analyze the probabilities of different outcomes, and their impacts, in sequential, multi-stage decisions. The decision trees in PrecisionTree show the probabilities of these outcomes...
This financial risk analysis example demonstrates the use of the Corrmat function to correlate multiple @RISK distributions. The distributions are correlated using a matrix of coefficients that specify the relationship between each pair of functions. The coefficients...
