Name: Portfolio Allocation for Bayesian Dummies
Start: 2023-02-15T18:30:00Z
End: 2023-02-15T20:00:00Z
Location: Dogpatch Labs

**Title:** Portfolio Allocation for Bayesian Dummies

This talk will discuss the Black-Litterman model for asset allocation. This model allows users to combine expert judgement regarding future asset performance and market pricing data to construct a weighted portfolio of different assets. The Black-Litterman model brings together ideas from modern portfolio theory, CAPM pricing and most of all the Kalman filter for Bayesian updating.

**About the speaker:** Markus Gesmann is the co-founder of Insurance Capital Markets Research a quantitative (re)insurance research consultancy based in London. He is also the co-organiser of the Insurance Data Science conference and London Bayesian Mixer Meet-ups.

Mick Cooney

Markus Gesmann

Dublin Data Science

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Portfolio Allocation for Bayesian Dummies

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Dublin Data Science

Portfolio Allocation for Bayesian Dummies

Dublin Data Science

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