GLGi: Quantitative and Robust Portfolio Management

Time & Location

Originally Presented: November 29, 2007 12:30 PM, New York

Presenter(s):

GLG Expert Contributor

Agenda:

  • Robust portfolio optimization
  • Selection and calibration of uncertainty sets
  • Using the Black-Litterman model in practice
  • Transaction costs and portfolio rebalancing

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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.