Attilio Meucci of KKR's 2015 Presentation is now available for download.
At last year's Trading Show Chicago, we were excited to have Attilio Meucci, Chief Risk Officer of KKR, present a keynote address titled "Factor entropy pooling for quantitative portfolio construction".
You can now download his presentation to find out more about:
-
Improving on the Black-Litterman model for constructing implied returns by allowing for more flexible views of the market
-
How to develop and back-test quantitative systematic trading strategies based on ranking views
-
Applications beyond portfolio construction - heavy stress testing