Practical Challenges in Portfolio Construction

This talk will discuss the importance of portfolio construction in the investment process and the practical challenges that practitioners face. We will provide some simple illustrations of how the theoretical framework of mean-variance optimisation, first proposed by Markowitz, is adapted and extended in practice to accommodate real-world requirements.

• Speaker: James Ng (GAM Systematic)
• Wednesday 28 October 2020, 15:00–16:00
• Venue: Online (email ccimi@maths.cam.ac.uk for the link).
• Series: CCIMI Seminars; organiser: J.W.Stevens.