Wednesday, April 15, 2020 at 9:00 AM until 10:00 AMEastern Daylight Time UTC -04:00
Zoom Web Conference
Portfolio selection is a challenge for any asset manager. Perhaps the greatest problem is that investment decisions are based on historical data (before the fact), while portfolio realizations are uncertain (after the fact). This induces what is known as estimation risk. In this discussion, Dr. Simaan will introduce some advanced analytics and statistical learning tools that can be leveraged to mitigate estimation risk.
Today’s technology-intensive finance industry is desperate for analysts who bring statistical and programming skills to banks, hedge funds and wealth management offices. The Stevens master’s in Financial Analytics teaches professionals to apply their physics, statistics or engineering skills to the lucrative finance industry. More
Dr. Simaan is an assistant professor at Stevens whose research interests include statistical learning in finance, portfolio theory and asset pricing amid uncertainty, and financial institutions and risk management. He has extensive professional experience in financial accountancy, quantitative analysis and data science.
09:00AM - 09:05AM: Introduction 09:05AM - 09:30AM: Virtual Lecture by Prof. Simaan 09:30AM - 09:40AM: Overview of the Stevens FA Program 09:40AM - 10:00AM: Questions & Answers
Registration is no longer available.
