Explore a thought-provoking conference talk by Stephan Sturm at the Peter Carr Memorial Conference, hosted by New York University (NYU). Delve into the complex question of "When to Sell an Asset?" through a Distribution Builder approach. Over the course of 32 minutes, gain insights into Sturm's relationship with Peter Carr, understand the problem at hand, and learn about the distribution builder concept. Examine the embedding problem, discover the efficient frontier, and draw valuable conclusions from this comprehensive analysis of asset selling strategies.
Overview
Syllabus
Introduction
My relationship with Peter
The problem
The distribution builder
The embedding problem
Efficient frontier
Conclusion
Taught by
NYU Tandon School of Engineering
