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DTSTART;TZID=America/Los_Angeles:20210217T161500
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DTSTAMP:20260617T185728
CREATED:20210116T021143Z
LAST-MODIFIED:20210204T000155Z
UID:2140-1613578500-1613582100@colleges.claremont.edu
SUMMARY:Dr. Homan Igehy
DESCRIPTION:Title: Quantitative Investment and Modern Portfolio Theory \nAbstract:\nInvestment strategies come in many flavors. Quantitative strategies incorporate or fully direct investment based on mathematical models. One of the cornerstones of investment is portfolio management\, and modern portfolio theory can serve as a basis for quantitative portfolio management. In this talk\, we will discuss quantitative investing and how modern portfolio theory can be incorporated into it. We’ll take an intuitive approach toward understanding modern portfolio theory and discuss how it can (at times\, spectacularly) go wrong. \nHoman Igehy is a managing director of D. E. Shaw & Co.\, L.P. and a member of the D. E. Shaw group’s Systematic Futures trading unit.  In that capacity\, Dr. Igehy contributes to the research and development of forecast models and the technical infrastructure supporting the unit’s research efforts.  He joined the D. E. Shaw group in 2003.  Dr. Igehy received a B.S. and Ph.D.\, each in computer science\, from Stanford University.
URL:https://colleges.claremont.edu/ccms/event/dr-homan-igehy/
LOCATION:Zoom
CATEGORIES:Colloquium
ORGANIZER;CN="Andrew Bernoff":MAILTO:ajb@hmc.edu
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