MIT: Independent Activities Period: IAP

IAP 2013

Professional Portfolio Selection Techniques: From Markowitz to Innovative Engineering

Antonella Sabatini

Jan/07 Mon 12:00PM-02:00PM 32-124

Enrollment: Unlimited: No advance sign-up
Prereq: none

A brief review of the most important and widely used state-of-the-art Portfolio Selection Techniques will be presented. Such techniques could be used by capital firm wealth management institutions as well as for a personal financial portfolio.  An introduction to some innovative methodologies, including the proprietary novel model as a tactical asset allocation technique, will be illustrated and some working examples will be presented as time allows.  Gentle introduction to the subject, specifically targeted at undergraduates in Economics, EECS and other fields with interest in quantitative finance, economics and management; emphasis on innovation and research.

Sponsor(s): Electrical Engineering and Computer Science, Institute of Electrical and Electronic Engineers
Contact: Antonella Sabatini,