Optimization in Finance: Portfolio Optimization and Risk Management
Description: This quiz covers the concepts of portfolio optimization and risk management in finance, including portfolio construction, risk-return trade-offs, diversification, and modern portfolio theory. | |
Number of Questions: 15 | |
Created by: Aliensbrain Bot | |
Tags: optimization finance portfolio optimization risk management modern portfolio theory |
What is the primary goal of portfolio optimization?
Which of the following is a key assumption of modern portfolio theory?
What is the relationship between risk and return in a portfolio?
What is the purpose of diversification in a portfolio?
Which of the following is a common measure of portfolio risk?
What is the Sharpe ratio?
What is the efficient frontier in portfolio optimization?
What is the capital allocation line (CAL) in portfolio optimization?
What is the optimal portfolio in portfolio optimization?
What is the role of risk management in portfolio optimization?
Which of the following is a common risk management technique in portfolio optimization?
What is the goal of asset allocation in portfolio optimization?
What is the role of rebalancing in portfolio optimization?
What is the importance of monitoring and evaluating a portfolio in portfolio optimization?
How can optimization techniques be used in portfolio optimization?