Henri’s Portfolio

Henri’s Portfolio

Portfolio Optimisation

Intelligent asset allocation, index funds, diversification for more global perspective 2010.

Drilling analysis, 2011. Investigation of different investment decisions with different dominance measures such as first-degree-stochastic dominance and second-degree-stochastic dominance, resulting into interesting differences.

Markowitz-style Efficient frontier for asset allocation with Return and Risk, 2011.

Investigation of historical PE values: you can see that return has been by far the largest when it is near the value 5 for the whole market.

Finding key variables to explain motor's behaviour with simple regression analysis, 2012.

Optimal path for a glider: a dynamic optimisation and Hamilton-Euler conditions, 2012.

PRA group-work project for VTT about nuclear safety: different dominances, 2013.

Creative areas such as modeling, data science, infographics and structural optimisation are awesome, often fascinatingly interdisciplinary – never be afraid to pursue your dreams, passions.

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