Admissions - Graduate, School of Business - Admission Events
15 Apr 2020
Online Zoom lecture

Virtual Lecture: How Advanced Analytics Can Limit Risk in Portfolio Selection

Dr. Majeed Simaan

Financial data on a blue screen.

Portfolio selection is a challenge for any asset manager. Perhaps the greatest problem is that investment decisions are based on historical data (before the fact), while portfolio realizations are uncertain (after the fact). This induces what is known as estimation risk. In this discussion, Dr. Simaan will introduce some advanced analytics and statistical learning tools that can be leveraged to mitigate estimation risk.

Presenter: Dr. Majeed Simaan

Dr. Simaan is an assistant professor at Stevens whose research interests include statistical learning in finance, portfolio theory and asset pricing amid uncertainty, and financial institutions and risk management. He has extensive professional experience in financial accountancy, quantitative analysis and data science.

Agenda

9 - 9:05 a.m.: Introduction

9:05 - 9:30 a.m.: Virtual lecture 

9:30 - 9:40 a.m.: Overview of the Stevens Financial Analytics program

9:40 - 10 a.m.: Q&A with audience

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