Summer Internship at ETH Zurich "Dynamic Portfolio Asset Allocation" We offer a 3-months internship starting midth July 2008. The topic addresses "Dynamic Portfolio Asset Allocation" including alternative instruments and hedge funds. The goal will be to compare the robust mean-variance, the lower partial moment and the conditional value-at-risk approaches for portfolio construction and optimization using the Rmetrics package "fPortfolio". Moreover, we will investigate the influence of quadratic covariance and copulae related tail risk budget constraints as an option to limit and control the risk attributed by individual assets. We offer a generous compensation for traveling, accomodation, and living costs in the beautiful city of Zurich. The candidate should have a strong quantitative background and have experience in data modelling with the R language. The application should include a letter of motivation (highlighting your interest and prior knowledge in the internship topic) and an up-to-date CV. Please send your application to [EMAIL PROTECTED] If you need further information, please contact us. PD Dr. Diethelm Wuertz Econophysics Group at the Institute of Theoretical Physics ETH Zurich www.ethz.ch www.phys.ethz.ch www.rmetrics.org NOTE: Rmetrics Workshop: http://www.rmetrics.org/meielisalp.htm June 29th - July 3rd Meielisalp, Lake Thune, Switzerland ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
