Improved Covariance Matrix Estimation for Portfolio Risk Management

#9 Improved Covariance Matrix Estimation for Portfolio Risk Management

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Speaker: Henri Staal | Data Scientist | Peregrine Capital

Season 1 / Episode 9 30 Mar English South Africa Business

Speaker: Katlego Maphai | Founder and CEO | Yoco

Season 1 / Episode 8 1 hr 11 min

Speaker: Selwyn Pillay | Founder Partner | MidSquare

Season 1 / Episode 10 36 min

Speakers: Asanda Notshe, Mazi Asset Management | Senzo Langa, AlexForbes Investments | Sonja Saunderson, EPPF

Season 1 / Episode 5 57 min

Speaker: Dr Ongama Mtimka | Political Analyst

Season 1 / Episode 7 42 min

Speaker: Ricardo Smith | CIO ABSA Investments | ASSA Investment Committee Member

Season 1 / Episode 11 3 min

#9 Improved Covariance Matrix Estimation for Portfolio Risk Management