Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out
Chat With Traders
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The Importance of Optimization in Engineering
The notion of optimization is a really central Concepts to a lot of engineering, but it's something that is outside of engineering not really well understood. There are good mathematical theory for how to find the portfolio that sort of provably will maximize the expected return without violating any of those constraints Well, I feel like something maybe it would be useful just to to talk about the this notion of optimization briefly and like um Want because it's a reallyCentral Concepts to a lots of engineering and also very misapplied oftentimes.
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