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Explore a comprehensive lecture on a continuous time framework for sequential goals investment management, presented by Agostino Capponi from Columbia University. Delve into advanced quantitative methods for wealth management as part of the Fields CFI Workshop series. Gain insights into innovative approaches for managing investments with multiple, sequential financial objectives. Examine the theoretical foundations and practical applications of this framework in the context of modern portfolio theory and financial planning.
Syllabus
A Continuous Time Framework for Sequential Goals Investment Management
Taught by
Fields Institute
Reviews
4.0 rating, based on 1 Class Central review
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This course was very informative for me. Happy I did it. And I like how he did it there was a lot of interaction between the facilitator and the ones present. I got to understand what one would mean by goal investment.