GLG Workshop: Developments in Portfolio Construction - Robust Optimization & High-Frequency Trading

Time & Location

Originally Presented: July 30, 2008 12:30 PM, New York

Presenter(s):

GLG Expert Contributor

Agenda:

  • Bias-free covariance matrix estimation
  • Robust portfolio optimization
  • Market impact modeling and transaction costs
  • Portfolio optimization in high-frequency environments

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About GLG Live Meetings

A program focused on educating business and investment professionals through seminars on current trends and core concepts in various industries. Detailed workbooks distributed at the Seminars provide educational reference materials for later review. GLG Live Meetings enable clients to increase thier own industry education by proposing new seminar topics or adding agenda terms to currently scheduled seminars.