Asset management is easy with MATLAB. MATLAB lets you focus on your quantitative finance modeling instead of struggling with writing code. In this webinar, your will learn how to use MATLAB and the Optimization Toolbox to construct portfolios using techniques beyond the classical risk/reward or expected shortfall methodologies.
The presentation will highlight some aspects of more advanced strategies including,
- Black-Litterman Portfolio Optimization
- Portfolio construction using custom risk measures, such as Hierarchical Risk Parity
- ESG (Environmental, Social, and Governance) portfolio construction
- Backtesting framework for portfolio strategies
Previous knowledge of MATLAB is not required for this webinar.