@RISK User Group:
Comparing Portfolio Allocation with Deterministic Versus Stochastic Assumptions

User Group Details

Date:  2024-04-03

Time:  11 a.m. EDT | 5 p.m. CEST

Optimization is a very important tool in business decisions, but there's a huge difference in outcomes if the business environment deviates from the assumptions used to optimize the strategy. In this user group, we will show the difference between deterministic and stochastic optimization and how we can develop much more robust strategies by accounting for uncertainties in the models.

Stochastic optimization helps integrate both risk analysis and optimization into a single process, generating a decision strategy that is both optimized and robust in the face of an uncertain future. We will demonstrate how to perform portfolio allocation under a context of uncertainty using stochastic optimization and compare the resulting decision strategy with the traditional deterministic optimization.


About the Presenter


Rafael Hartke is CEO of Imagine Risks and Analytics, a consulting firm specializing in risk modeling, project valuation, and data analytics, and provider of consulting services to a wide range of industries, including energy, oil and gas, mining, and finance. Imagine Risks and Analytics translates complex concepts of statistics and business in a simple and straightforward way. Imagine Risks and Analytics believes in mathematics to explain the world, in the power of teamwork, and in ethics as a value.
Lorem ipsum dolor sit amet consetetur sadipiscing elitir sed
Lorem ipsum dolor sit amet consetetur sadipiscing elitir sed diam nonumy
Thanks for your submission!
Lorem ipsum dolor sit amet consetetur sadipiscing.

Lorem ipsum dolor sit amet

Consectetur adipiscing elit, sed do eiusmod tempor incididunt

ut labore et dolore magna aliqua.

Quisque iaculis mi id elementum facilisis.

Morbi at fringilla arcu. Nulla et cursus massa, vel viverra eros. Donec est tortor, iaculis lobortis fringilla eu, tempor sit amet nulla. Vestibulum vestibulum fermentum arcu, non vestibulum libero sagittis eget. Suspendisse porta lacus lorem, vel tincidunt justo fringilla eget.


Etiam dapibus fringilla iaculis. Aenean commodo leo ac tortor iaculis, sit amet pretium erat volutpat.
  • Fringilla arcu
  • Nulla et cursus massa
  • Vel viverra eros
  1. Adipiscing elit
  2. Eiusmod tempor incididunt
  3. Et dolore magna

Consectetur adipiscing elit, sed do eiusmod tempor incididunt

Thalia M. Mulvihill, Ph.D., works as a Professor of Higher Education and Social Foundations in the Department of Educational Leadership at Ball State University. Dr. Mulvihill is a historian and sociologist of higher education. She teaches several qualitative research methods and academic writing courses for doctoral students and has authored eight books as well as over 90 refereed publications, co-edits The Teacher Educator journal, and is the recipient of numerous teaching, research, and mentoring awards.
Lorem ipsum dolor sit amet consetetur sadipiscing elitir sed

Tempore harum nobis ab exercitationem nesciunt consectetur consequatur vitae ea.

Morbi at fringilla arcu et cursus.

Morbi at fringilla arcu. Nulla et cursus massa, vel viverra eros. Donec est tortor, iaculis lobortis fringilla eu, tempor sit amet nulla. Vestibulum vestibulum fermentum arcu, non vestibulum libero sagittis eget. Suspendisse porta lacus lorem, vel tincidunt justo fringilla eget.

Morbi at fringilla arcu et cursus.

Morbi at fringilla arcu. Nulla et cursus massa, vel viverra eros. Donec est tortor, iaculis lobortis fringilla eu, tempor sit amet nulla. Vestibulum vestibulum fermentum arcu, non vestibulum libero sagittis eget. Suspendisse porta lacus lorem, vel tincidunt justo fringilla eget.

Tempore harum nobis ab exercitationem nesciunt consectetur consequatur vitae ea.

Tempore harum nobis ab exercitationem nesciunt consectetur consequatur vitae ea. Quam rerum et omnis totam totam est. Officia tempore animi molestiae sint necessitatibus.
Tempore harum nobis ab exercitationem nesciunt consectetur consequatur vitae ea. Quam rerum et omnis totam totam est. Officia tempore animi molestiae sint necessitatibus.
Tempore harum nobis ab exercitationem nesciunt consectetur consequatur vitae ea. Quam rerum et omnis totam totam est. Officia tempore animi molestiae sint necessitatibus.

Morbi at fringilla arcu et cursus.

Morbi at fringilla arcu. Nulla et cursus massa, vel viverra eros. Donec est tortor, iaculis lobortis fringilla eu, tempor sit amet nulla. Vestibulum vestibulum fermentum arcu, non vestibulum libero sagittis eget. Suspendisse porta lacus lorem, vel tincidunt justo fringilla eget.

Morbi at fringilla arcu et cursus.

Morbi at fringilla arcu. Nulla et cursus massa, vel viverra eros. Donec est tortor, iaculis lobortis fringilla eu, tempor sit amet nulla. Vestibulum vestibulum fermentum arcu, non vestibulum libero sagittis eget. Suspendisse porta lacus lorem, vel tincidunt justo fringilla eget.

Morbi at fringilla arcu et cursus.

Morbi at fringilla arcu. Nulla et cursus massa, vel viverra eros. Donec est tortor, iaculis lobortis fringilla eu, tempor sit amet nulla. Vestibulum vestibulum fermentum arcu, non vestibulum libero sagittis eget. Suspendisse porta lacus lorem, vel tincidunt justo fringilla eget.

Morbi at fringilla arcu et cursus.

Vel viverra eros donec est tortor.

Morbi at fringilla arcu. Nulla et cursus massa, vel viverra eros. Donec est tortor, iaculis lobortis fringilla eu, tempor sit amet nulla. Vestibulum vestibulum fermentum arcu, non vestibulum libero sagittis eget. Suspendisse porta lacus lorem, vel tincidunt justo fringilla eget.

Lorem ipsum heading for image

Lorem ipsum dolor sit amet, consetetur sadipscing elitr.

Lorem ipsum heading for image

Lorem ipsum dolor sit amet, consetetur sadipscing elitr.

Lorem ipsum video heading