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Modern Asset Allocation & 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 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:
  •  8th - 10th July 2019
  • Venue:
  • Cliftons Singapore - The Finexis Building
  • Fee:
  • US$1665 per day


  • This course is FTS-Eligible* and also eligible for 24 CPD hours. GARP & CFA Institute members are eligible for 24 CE/CPD credits. See details
  • 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, New York 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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*FTS Eligible
This programme is approved for listing on the Financial Training Scheme (FTS) Programme Directory and is eligible for FTS claims subject to all eligibility criteria being met. Please note that in no way does this represent an endorsement of the quality of the training provider and programme. Participants are advised to assess the suitability of the programme and its relevance to participants' business activities or job roles. The FTS is available to eligible entities, at a 50% funding level of programme fees subject to all eligibility criteria being met. FTS claims may only be made for programmes listed on the FTS Programme Directory with the specified validity period. Please refer to www.ibf.org.sg for more information.