Exercise: a practical approach to take into account factor information in portfolio construction
Exercise: developing a basic scenario-based approach to tactical asset allocation based on macroeconomic indicators
Exercise: developing a quantitative volatility trading strategy and potential applications for tactical asset allocation
Exercise: Extracting bivariate copulas from time series data for non-PhDs
The seminar will be held in an attractive destination in the very heart of Europe.
More InformationThe seminar will also be held globally online on the same days as the in-class event.
Online