Tuesday, September 14, 2021

Portfolio Optimization Workshop and Cookbook

We are pleased to announce the MOSEK Portfolio Optimization Workshop, a one-day event on the theoretical and practical aspects of portfolio optimization using MOSEK. The workshop takes place at our location in Copenhagen (this is NOT a virtual event(!)) on Thursday, November 18th, 2021. Topics include:

  • An introduction to portfolio optimization using MOSEK
  • Advanced topics in portfolio optimization
  • Tracking error and portfolio construction
  • MOSEK licensing, developments and news.
There will also be ample time for discussions. We provide lunch for the participants. For the full program with abstracts see the poster:

Participation is free and open to all but we would like you to register via this form in order to keep track of numbers.

Announcing the workshop is also an opportunity to present the first version of the MOSEK Portfolio Optimization Coookbook, which provides an introduction to the topic of portfolio optimization and discusses several branches of practical interest from this broad subject illustrated with examples using the MOSEK Fusion API. For more information about this topic, including links to the cookbook and accompanying Python notebooks visit our comprehensive Portfolio Optimization Resource Page.