Tails, Black Swans and Optimal Portfolios

14/06/2022 40 min Temporada 1 Episodio 11
Tails, Black Swans and Optimal Portfolios

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Episode Synopsis

Send us a textQuantSpeak host, Dan Tudball, is joined by Jan Rosenzweig, Portfolio Manager at Pine Tree, to discuss why optimal portfolios are not diversified, his first encounter with Modern Portfolio Theory, and his career journey as a quant finance professional.