Lingjie Ma Presents Research at International Quant Conference
Lingjie Ma Presents Quantile Portfolio Optimazation
UIC Business faculty member Lingjie Ma presented the research paper “Quantile Portfolio Optimization” at the 31st international annual conference Forecasting Financial Markets in Milan on June 12, 2026.
The conference is one of the largest gatherings focused on quantitative finance and brings together academics and industry professionals, including portfolio managers from quantitative investment firms. Ma’s presentation provided an opportunity to share research with an international audience working across both academic and professional settings.
The paper, “Quantile Portfolio Optimization,” examines portfolio optimization with a focus on loss minimization, offering an alternative to the classical mean-variance approach. By focusing on minimizing losses, the research explores another way of approaching portfolio construction and risk management.
Ma’s presentation generated interest and discussion among quantitative finance professionals attending the conference. Following the presentation, Ma engaged in conversations with professionals from several organizations, including Natixis Asset Management, a global asset management firm headquartered in Paris and Boston with expertise in quantitative investment strategies.
The opportunity to present at Forecasting Financial Markets highlights the continued engagement of UIC Business faculty in international research and dialogue with professionals in the financial industry. Through research examining alternative approaches to portfolio optimization, Ma contributes to ongoing conversations about investment strategy, risk and quantitative finance.