Agenda
March 21, 2019
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
10:30 AM-11:30 AM
Modern Innovations in Statistical Methods for Risk-Return Estimation
11:45 AM-1:00 PM
Portfolio Construction Under Uncertainty
1:00 PM-2:15 PM
Lunch
2:15 PM-3:15 PM
Portfolio Monitoring and Rebalancing
3:30 PM-4:15 PM
Cost-Efficient Trading Using Optimization Techniques
4:30 PM-5:00 PM
Wrap-Up and Q&A
5:00 PM-6:30 PM
Reception
Where |
Boston College Club
100 Federal Street
36th Floor
Boston, MA 02210
When |
March 21, 2019
8:45 AM - 6:30 PM