Performance of Sum-of-Parts Return Forecasts in International Portfolio Allocation

In this online seminar, Dr Chondrogiannis will present his work on how the Sum-of-Parts forecasting method can lead to substantial performance improvement for internationally allocated portfolia.

Speaker info

Ilias' research interests lie (until now) in asset pricing, portfolio management, extreme events risk, bank systemic risk and returns forecasting. His preferred methods include Bayesian inference (MCMC, particle filtering), stochastic processes and time series econometrics.

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