Join our hosts and Moody’s Analytics Global Head of Quantitative Research Dr. Jing Zhang as they take on modern portfolio theory and the quantification of credit risk. Highlights include a review of Harry Markowitz’s paper “Portfolio Selection” and a discussion about new drivers in credit analytics such as climate risk. 

Read more about our guest:

Dr. Jing Zhang, Global Head of Quantitative Research, Moody's Analytics

This episode makes reference to the following works: 

"Portfolio Selection" by Harry Markowitz, published in the Journal of Finance, 1952.