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 panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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.