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Practical Challenges in Portfolio Construction

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If you have a question about this talk, please contact J.W.Stevens.

This talk will discuss the importance of portfolio construction in the investment process and the practical challenges that practitioners face. We will provide some simple illustrations of how the theoretical framework of mean-variance optimisation, first proposed by Markowitz, is adapted and extended in practice to accommodate real-world requirements.

This talk is part of the CCIMI Seminars series.

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