Quantitative Finance

2 posts
Quantitative Finance
members

Introduction to Markowitz Portfolio Optimization and the Efficient Frontier

Peter Foy
Peter Foy
In this article, we discuss two key concepts in portfolio optimization: Markovitz optimization and the Efficient Frontier.…
Quantitative Finance
members

Introduction to Portfolio Construction and Analysis: Risk & Returns

Peter Foy
Peter Foy
In this article, we'll introduce key concepts of risk and return in portfolio analysis, including Value-at-Risk, Conditional Value-at-Risk, and more.…