Professor John Mulvey says market conditions pose new challenges for investors every day as traditional asset and liability models are struggling to meet investors’ needs due to poor performance of markets from time to time. He says it is evident that investors want to move their portfolio allocation to alternative assets due to which illiquidity issues and rebalancing difficulty are on the rise.”We propose some new tactics of commodity futures to enhance the performance of portfolio return as well as solving illiquidity issues. Hidden Markov Model and multistage stochastic optimization are used to systematically optimize portfolio over a set of assets,” he wrote in his book, “Optimal Financial Decision Making under Uncertainty.”
Uflex shares surge 16% after Q1 profit zooms 630% YoY
Uflex shares rallied after the company reported a 630% YoY jump in Q1 FY27 net profit to Rs 423.3 crore. Revenue grew 38% to Rs