Ronald Hochreiter – Contemporary Portfolio Optimization Modeling with R

In case you missed it! This presentation on Portfolio Optimization with R is available on IBKR’s YouTube Channel.

Ronald Hochreiter will review the most common ways to conduct the task of portfolio optimization with R. After this introduction, he will address some remarks about the modeling of portfolio problems. In the second part, we will demonstrate a revolutionary way to model and solve portfolio optimization problems using R. The basic idea of conceptualizing a new way to model portfolio optimization problems is to build a portfolio optimization modeling language on top of a generalized algebraic modeling language. By focusing on several modeling and optimization approaches, the webinar is designed to provide new insights for a broad range of interested parties.

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