Portfolio construction problem
In this paper we develop a new approach to portfolio construction that relies solely on the covariance structure of the investment opportunity set. Using this new approach leads to an alternative to the...
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Portfolio construction problem articles
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.