Portfolio Optimization
When You Don’t Know The Future
(Or The Past)

The standard portfolio optimization tools assume that we know the future with certainty and can predict the distribution of future returns with pin-point accuracy. Of course, this is hopelessly optimistic, and in fact even the past distribution of returns is uncertain. How does this affect the results of portfolio optimization, and what can we do about it?

Systematic trader, writer and research consultant Robert Carver will address these and other fundamental issues of portfolio choice in this webinar. During this session, you will learn:

  • Why, and when, portfolio optimization methods are sensitive to estimates of likely future returns
  • The effect of uncertainty in measuring those estimates
  • Quantifying how uncertain those estimates are
  • Practical ideas on how to deal with uncertainty when allocating portfolios

Simply fill out the form to the right to watch the video immediately.