MODERN PORTFOLIO THEORY: Dealing with Uncertainty

PRESENTATION January 12, 2018

Speaker / Author

Philippe Jorion

Professor of Finance, Paul Merage School of Business at the University of California -Irvine

Philippe Jorion has authored more than a hundred publications directed to academics and practitioners on the topics of portfolio allocation, investment management, and risk management.  His research has received wide recognition, including prizes for best papers in the Journal of Finance and in the Financial Analysts Journal.  Some of his other notable work includes Big Bets Gone Bad: Derivatives and Bankruptcy in Orange County, the first account of the largest municipal failure in U.S. history; and Value at Risk: The New Benchmark for Managing Financial Risk, the first definitive book on VAR. He is also managing director at Pacific Alternative Asset Management ... Read More