Andrew Butler

Andrew Butler is the Head of Quant Research for ReSolve Asset Management, and a PhD Candidate in the Department of Mechanical & Industrial Engineering at the University of Toronto. Andrew holds an Honours BSc in both Applied Mathematics and Physics from Memorial University, an MA in Applied Mathematics & Statistics from York University, and is a CFA Charterholder.

Articles by Andrew Butler

Covariance estimation for risk-based portfolio optimization: an integrated approach

This paper presents a stochastic optimization framework for integrating time-varying factor covariance models in a risk-based portfolio optimization setting.

08 Dec 2021