A primer on Return on Investment and real options for portfolio optimization
MetadataShow full item record
In this quick primer, advanced quantitative risk-based concepts will be introduced, namely, the hands-on application of Monte Carlo simulation, real options analysis, stochastic forecasting and portfolio optimization, and knowledge value added. These methodologies rely on common metrics and existing techniques (e.g., return on investment, discounted cash flow, cost-based analysis, and so forth), and complements these traditional techniques by pushing the envelope of analytics, and not to replace them outright. It is not a complete change of paradigm, and we are not asking the reader to throw out what has been tried and true, but to shift one's paradigm, to move with the times, and to improve upon what has been tried and true. These new methodologies are used in helping make the best possible decisions, allocate budgets, predict outcomes, create portfolios with the highest strategic valus and returns on investment, and so forth, where the conditions surrounding these decisions are risky or uncertain. These new techniques can be used to identify, analyze, quantify, value, predict, hedge, mitigate, optimize, allocate, diversify, and manage risk for military options.
A primer on decision and risk analysis: Monte Carlo simulation, real options analysis, knowledge value added, forecasting and optimization
Showing items related by title, author, creator and subject.
A primer on applying Monte Carlo simulation, real options analysis, knowledge value added, forecasting, and portfolio optimization Mun, Johnathan; Housel, Thomas (Monterey, California. Naval Postgraduate School, 2010); NPS-GSBPP-10-001In this quick primer, advanced quantitative risk-based concepts will be introduced--namely, the hands-on applications of Monte Carlo simulation, real options analysis, stochastic forecasting, portfolio optimization, and ...
Giauque, William Cannon; Kline, Melvin Bernard (Monterey, California. Naval Postgraduate School, 1977-04-05); NPS-54Gi77041A family of ammunition is currently under development for the 8-in. major caliber lightweight gun (MCLWG) system. In this report the major alternatives for the propelling charge portion of the ammunition are examined. There ...
Pendergrass, William Stanley. (Monterey, California. Naval Postgraduate School, 1993-06);This thesis is a primer for a combat analysis course for Joint Command, Control and Communications students at the Naval Postgraduate School. It provides a single document which ties together the key concepts of combat ...