QuantSpeak

Tails, Black Swans and Optimal Portfolios

June 14, 2022 CQF Institute Season 1 Episode 11
QuantSpeak
Tails, Black Swans and Optimal Portfolios
Show Notes

QuantSpeak host, Dan Tudball, is joined by Jan Rosenzweig, Portfolio Manager at Pine Tree, to discuss why optimal portfolios are not diversified, his first encounter with Modern Portfolio Theory, and his career journey as a quant finance professional.