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

Watch the full webinar here: https://investresolve.com/portfolio-o...

The standard portfolio optimization tools assume that we know the future with certainty and can predict the distribution of future returns with pinpoint 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

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