DISCIPLINE TRACK 05 // PORTFOLIO & RISK
Portfolio & Risk Engineering
Constrained Markowitz efficient frontier, Hierarchical Risk Parity (HRP) via graph theory, Historical Value-at-Risk & Conditional VaR (Expected Shortfall), Black-Litterman subjective views, and Kelly Criterion leverage sizing.
TARGET DESKS:
BlackRock
Bridgewater Associates
AQR
WorldQuant
Track Problem Set
5 AUDITED INSTITUTIONAL CHALLENGES
5 of 5 Challenges