Advanced Risk and Portfolio Management Bootcamp
One-week, Heavily Quantitative, Omni-Comprehensive Course
Held since 2005, this weeklong class taught by Attilio Meucci provides in-depth understanding of quantitative modeling for the buy-side from the foundations to the latest developments. Advanced statistical and optimization techniques are explained thoroughly in theory, visualized with live simulations, and reinforced during review sessions.
Learn: white papers, code, exercises, slides,… Frontier research and classroom materials on advanced risk and portfolio management matched with easy to access code --> Learn More
Exchange: open paper series