This paper covers the use of technology to support three aspects of Alternative Assessment: Observations of Student Learning, Performance Assessments, and Electronic Portfolios. Discussion includes the differences between Performance Assessments and Portfolios, definition of electronic portfolios, the benefits of electronic portfolios, along with the author's five-stage and fivelevel electronic...

Mimicking portfolios have many applications in the practice of finance. Here, we present a new method for constructing them. We illustrate its application by creating portfolios that mimic individual NYSE stocks. On the construction date, a mimicking portfolio exactly matches its target stock’s exposures (betas) to a set of ETFs, which serve as proxies for global factors, and the portfolio has ...

AIM Portfolios are often used as an instrument with which to stimulate students to reflect on their experiences. Research has shown that working with portfolios does not automatically stimulate reflection. In this study we addressed the question: What are the conditions for successful reflective use of portfolios in undergraduate medical education? METHODOLOGY/RESEARCH DESIGN: We designed a por...

Artists have maintained portfolios for years, often using their collection for seeking further work, or for simply demonstrating their art; an artist’s portfolio usually includes only their best work. Financial portfolios contain a comprehensive record of fiscal transactions and investment holdings that represent a person’s monetary worth. By contrast, an educational portfolio contains work tha...

We explain how to optimize portfolios with respect to RORAC and RORC based on Expected Shortfall. Recent results from the theories of performance measurement and Swarm Intelligence are used for numeric optimization. We combine and correlate geometric Brownian motions for stocks with a two-factor Cox-Ingersoll-Ross (CIR-2) model for interest rates such that portfolios of bonds and stocks can be ...

The problem of portfolio optimization is one of the most important issues in asset management. We here propose a new dynamic portfolio strategy based on the time-varying structures of MST networks in Chinese stock markets, where the market condition is further considered when using the optimal portfolios for investment. A portfolio strategy comprises two stages: First, select the portfolios by ...

The tremendous growth in derivative markets around the world and the high quality of information about these instruments that is widely available, offers us a new opportunity harness their unique return distribution characteristics for building portfolios that conform more closely to investor preferences than is possible with mean-variance analysis and portfolio insurance techniques for downsid...