BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Practical Challenges in Portfolio Construction - James Ng (GAM Sys
 tematic)
DTSTART:20201028T150000Z
DTEND:20201028T160000Z
UID:TALK150136@talks.cam.ac.uk
CONTACT:J.W.Stevens
DESCRIPTION:This talk will discuss the importance of portfolio constructio
 n in the investment process and the practical challenges that practitioner
 s face. We will provide some simple illustrations of how the theoretical f
 ramework of mean-variance optimisation\, first proposed by Markowitz\, is 
 adapted and extended in practice to accommodate real-world requirements.
LOCATION:Online (email ccimi@maths.cam.ac.uk for the link)
END:VEVENT
END:VCALENDAR