Academic Publication at IAA Colloquium

I’m very happy to share that we presented a paper titled “A new approach to Markowitz portfolio optimization using ruin-based outcomes”, at the Joint Section Virtual Colloquium of the International Actuarial Association. This is my first bit of research in quantitative finance and all of the modelling was done in Python. It was a great honor to present alongside industry leaders and academic experts. Here is a link where you can find my slides, along with the rest of the presentations. I will try to post the paper once it is available. Overall, I’m very grateful to be able to do research like this at VITALIS.