VIDEO | 7 MIN

Man AHL Explains - Optimisation

August 11, 2016

Anthony Ledford tackles the topic of optimisation, and in particular, convex optimisation.

In this chapter, Anthony tackles the important methodological topic of Optimisation, and in particular Convex Optimisation, and shows through a worked example how it relates to the portfolio construction problem of maximising return subject to a risk constraint.

Released on 11 October 2016