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

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here