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Modern Asset Allocation & 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.

  • Date:
  •  7th -  9th May 2018
  • Venue:
  • Manhattan - New York
  • Fee:
  • US$1665 per day

  • You might be eligible for preferential rates. Please contact us to check if your company is a member of the LFS Global Client Programme.

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

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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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