Agenda
(Subject to change)
March 12, 2020
8:45 AM-9:20 AM
Registration and Breakfast
9:20 AM-9:30 AM
Welcome and Opening Remarks
9:30 AM-10:15 AM
Introduction to Michaud Optimization and Michaud-Esch Portfolio Monitoring
10:15 AM-11:15 AM
Modern Innovations in Statistical Methods for Risk-Return Estimation
11:30 AM-12:45 PM
Portfolio Construction Under Uncertainty
12:45 PM-1:45 PM
Lunch
1:45 PM-2:30 PM
Portfolio Monitoring and Rebalancing
2:45 PM-3:30 PM
Cost-Efficient Trading Using Optimization Techniques
3:45 PM-5:00 PM
Interactive Case Study with Q&A
5:00 PM-6:00 PM
Reception
Where |
Boston College Club
100 Federal Street
36th Floor
Boston, MA 02210
When |
March 12, 2020
8:45 AM - 6:00 PM