Chapters
Transcript
Episode notes
1 2 3 4 5 6 7
Introduction
00:00 • 2min
Kurtosis-Based Portfolio Optimization
02:18 • 4min
Portfolio Optimization in Prices of Fatals for Liability Driven Portfolios
06:00 • 2min
How to Optimize for Trading
07:45 • 4min
The Unconstrained Portfolio Optimization Process
11:33 • 4min
The New Method for Independent Fat-Tailed Components
15:37 • 2min
The Eye Crisis: A Strategy for Hedging Large Market Moves
17:12 • 3min