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Can't travel? Don't want to travel? LFS LiveLFS Live brings the class to you!

  • Live interactive training from world renowned practitioners in the comfort of your own home
  • Real classroom experience without the inconvenience of travel
  • World class teaching from the comfort of your preferred location

Please contact us for more information at info@londonfs.com.

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Asset Allocation and Portfolio Construction

This programme covers the latest trends in quantitative modelling for asset allocation and portfolio construction, using new approaches that move away from static asset class investing to a dynamic process considering risk factors and regime changes.

Innovations suggested over the last ten years are contrasted with current industry practice and illustrated with examples with an eye for practical implementation.

Six practical exercises simulate real-life key decisions in asset allocation and portfolio construction. Mathematical concepts are discussed and illustrated using Excel spreadsheets that delegates can take away.

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  • Date:
  • Please contact us
  • Venue:
  • Sydney
  • Fee:

This course is also available in London Time Zone, New York Time Zone and Singapore Time Zone

Who The Course is For
  • Quants / Financial engineers
  • Chief Investment Officers
  • Portfolio and investment managers
  • Fund and wealth managers
  • Treasury and liquidity managers
  • Risk managers
  • Traders
  • Strategists
Learning Objectives
  • Comprehensive discussion of different approaches to portfolio construction
  • Latest research trends and industry best practice and implications for practitioners
  • Practical suggestions on estimation risk, model risk and advanced topics
  • Workshops on all models and detailed teaching on quantitative concepts
Prior Knowledge
  • Basic knowledge of financial markets, asset classes and derivative instruments
  • Elementary mathematics and statistics (probability distributions mean, variance and correlation)
  • Microsoft Excel

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