Wednesday, March 24, 2010

Swiss Finance Institute podcast

Swiss Finance Institute has recently begun to provide video podcasts (iTunes link) of its public events. These are definitely worth following. A good example is Attilio Meucci's presentation about State of the art in asset allocation: Diversification management, which I attended in Zürich last week. In it, he discusses his new unified measure of diversification, which offers interesting quant properties. The paper that the presentation is based on is also available online, as are the slides of the presentation.

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