Portfolio
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Monte Carlo Portfolio Optimisation
Download the excel model here The portfolio representation described previously included project costs and returns that were purely deterministic. In reality there were be large uncertainties in both, for example a 6 month project overrun will increase overall project costs and is also likely to reduce returns. We can use Monte Carlo analysis to model Continue reading
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Portfolio Selection II – Schema
The discrete portfolio investment vs return plot can be used to build executive intuition for project interdependencies and the optimum mix of projects. An interactive dashboard is a good way to ‘get to know’ the model – this can be done directly in Excel using ‘Form’ controls or using custom dashboard software e.g. Crystal Xcelcius Continue reading
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Portfolio Selection I – Visual Representation
A start-up, multinational, investment house or VC faces similar decisions in portfolio allocation. How should I put a finite pool of capital to work in a way that provides the best return with the minimum risk? There are a number of black box optimisation techniques that spit the optimum portfolio out given a set of Continue reading
About Me
An entrepreneurial engineer driven by patient impact. C0-founder and CEO of Owlstone Medical with a company mission to save 100k lives. I also try to support engineers and scientists and their start-up ideas.
Recent Posts
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