New podcast episode: Total Fund Asset Allocation to Maximize Sharpe Ratio
GPFA Peer Connections is out with a new podcast featuring research discussions on Total Fund Asset Allocation to Maximize Sharpe Ratio. Thank you Jacky Lee and Marco Salerno from HOOPP (Healthcare of Ontario Pension Plan) and Elkamhi Redouane from University of Toronto - Rotman School of Management and Stefano Cavaglia from State of Wisconsin Investment Board for presenting your separate research papers on how to construct a better beta portfolio to our GPFA community. Listen here: https://lnkd.in/etY4P4e
Research papers referenced can be found here:
https://lnkd.in/e8sGY6zA
https://lnkd.in/e9uutsd5