Two new research projects to be funded focusing on real-world implementation, portfolio construction and risk management challenges as part of the long-term partnership between LFIS and QMI.
The projects will explore new methodologies in quantitative investing and are being led by prominent academics in the field. The first, led by Hugues Langlois (HEC) seek to develop a novel approach to portfolio optimization. The second project, led by Costas Xiouros (BI Norwegian BS) presents an innovative challenge to the CAPM model. The results of the research will be presented at LFIS and QMI’s 2020 Quant Vision Summit in Paris early next year.
To learn more on LFIS and QMI partnership, click here.