MATHS. THE POWER TO DO INCREDIBLE THINGS.

Just as architects use maths for their calculations, we use maths to create predictive tools.

AHL Explains

In this chapter, Anthony tackles the important methodological topic of Optimisation, and in particular Convex Optimisation, and shows through a worked example how it relates to the portfolio construction problem of maximising return subject to a risk constraint.

    

AHL Explains Series

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