Portfolio OptimiSation with S+ NUOPT

Date:
Time: 8:30AM - 12:00PM
Price:

Course Description

This short course will show you how to get started using NuOpt^TM, the optimization package that comes with S+, for portfolio optimization.  You will be given the opportunity to write code in S and SIMPLE, the modeling language used by NuOpt^TM.

Course Outline 

• mean-variance portfolios and optimizing utility
• building an efficient frontier
• long-short portfolios
• buy-in thresholds
• using factor models