Investments
Speaker:
Matt Davison
Date and Time:
Tuesday, July 17, 2018 - 11:30am to 1:00pm
Location:
WSC 240
Abstract:
Ways in which investments are created from financial assets are reviewed (portfolios, trading strategies). Theoretical constraints which arise from economic reasoning (Modern Portfolio Theory, Capital Asset Pricing) are described. The concept of designing portfolios to track an index is reviewed as is the “inverse” problem of determining what an individual hedge fund or portfolio is actually doing