400 Howard St.
San Francisco, CA 94105
United States
BlackRock
Portfolio optimization, stress testing, robust optimization, portfolio construction
Active management, portfolio construction, performance, dynamic, return, exposure, correlation, multiperiod, Fundamental Law
optimal trade execution, adaptive trading
Active Share Constraint, Portfolio Construction, Portfolio Optimization, Implementation Efficiency
Decarbonization, portfolio construction, optimization under uncertainty, Conditional Exposure-at-Risk, Exposure-at-Risk
tail risk, portfolio construction, mean-variance optimization, conditional value at risk
