Tag: Quantitative risk management

Short note on random dynamics of a retirement fund

What role does probability theory play in the design of a retirement fund? This article touches (very briefly) on this topic. For concreteness, the reader should read this article from the lens of the working-class individual seeking financial security for...

2024-05-12

Modelling Framework For Portfolio Management

Risk taking in finance

Modelling Framework For Portfolio Management

This work is about a dynamic approach to statistical inference and risk management. It's a different context within which we examine the problem of portfolio construction in quantitative finance. This article focuses on risk management and the challenge of modelling...

2024-03-16