Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Home

Lecture

Distributionally Robust Portfolio Optimization

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (47)

Convex Optimization Log in to Mediaspace to watch this video

Introduces the fundamentals of convex optimization, emphasizing the significance of convex functions in simplifying the minimization process.

Convex Optimization: Convex Functions Log in to Mediaspace to watch this video

Covers the concept of convex functions and their applications in optimization problems.

Convex Optimization: Examples of Convex Functions Log in to Mediaspace to watch this video

Explores convex optimization, convex functions, and their properties, including strict convexity and strong convexity, as well as different types of convex functions like linear affine functions and norms.

Principles of Finance: CAPM and Portfolio Management Log in to Mediaspace to watch this video

Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

Quantile Regression: Linear Optimization Log in to Mediaspace to watch this video

Covers quantile regression, focusing on linear optimization for predicting outputs and discussing sensitivity to outliers, problem formulation, and practical implementation.

Capital Asset Pricing Model: Applications and Implications Log in to Mediaspace to watch this video

Explores the practical applications and implications of the Capital Asset Pricing Model in finance, including estimating betas and calculating expected returns.

Robust Optimization: Polynomial Approximation & Uncertainty Sets Log in to Mediaspace to watch this video

Explores robust optimization through polynomial approximation and uncertainty sets, including robust linear programs and optimization tricks.

Page 3 of 3