It is my pleasure to welcome back Ernie Chan on Tuesday, January 10th @ 4:30PM Eastern US for another webinar.
The title of this webinar is "Understanding Risk Management", and bullet points include:
- Computing and understanding the risk exposures of a trading strategy within the factor model framework.
- Kelly optimal leverage and its pitfall.
- Constant Proportion Portfolio Insurance.
- Diversification, optimal capital allocation, minimum variance portfolio, risk parity portfolio, and their pitfalls.