QuantSpeak
QuantSpeak
CQF Institute
Tails, Black Swans and Optimal Portfolios
40 minutes Posted Jun 14, 2022 at 3:00 pm.
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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.