Portfolio Evaluation given constraints

How does the decision maker’s constraints impact the results? What is risk? How should the results be portrayed? We will consider an uncertain portfolio of stocks and look to optimize the portfolio considering our constraints, our value measures and our risk preferences. Actual historical data will be utilized to demonstrate the methodology using Excel and the free SIPmath tool only.


Handout and slides

Sample model

About The Speakers

Brian Putt

Brian Putt

Decision Quality Consultant, Putt DQ Consulting

Brian is currently a Decision Quality Consultant to assist organizations in making good decisions using probabilistic analysis. He maintains a YouTube Channel that include a number of instructional videos on Excel and SIPmath applications. After retirement from Chevron in 2016 he has volunteered with the non-profit Probability Management (www.probabilitymanagement.org) to promote Decision Quality using SIPmath. Brian is also active in the Society of Decision Professionals (SDP) and is chairing the Greater San Francisco Bay Area Chapter which brings together practitioners of Decision Quality and other individuals such as Data Scientists that are interested in the subject with the objective of promoting better decision quality. He also leads an SDP interest group on Cost and Schedule Risk analysis.