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Modern Asset Allocation and Portfolio Construction

This program covers the latest trends in quantitative modeling 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 workshops 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.

Recommend to a Colleague
  • Date:
  • 13th - 15th November 2019
  • Venue:
  • Manhattan - New York
  • Fee:
  • US$1665 per day

This course is also available in London, Singapore and Sydney

Who The Course is For

  • Chief Investment Officers
  • Portfolio and investment managers
  • Fund and wealth managers
  • Treasury and liquidity managers
  • Risk managers
  • Traders
  • Strategists

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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