Portfolio Construction and Asset Allocation

• Modern Portfolio Theory Framework and going beyond MPT
• The Approaches to Forecasting Expected Returns
• Risk-Based Investment Strategies and Estimating Risk
• Portfolio Construction beyond Mean and Variance
• Tail Risk and Drawdown Risk Management
• Diversification in a Non-Normal and Non-Linear World

This training covers the latest trends in portfolio construction and asset allocation, putting them in context of 50 years of modern portfolio theory and practice. The approach of this course is top-down and practical, providing guidance for practitioners how to take their asset allocation activities one step further and delivering valuable insights for potential practical implementation of more advanced quantitative techniques. The program is designed to accommodate plenum discussions and features concept applications in six group exercises.

Chief investment officers, quantitative analysts, investment committee members, senior asset managers, investment analysts and portfolio managers.

Participants will receive the slides presented, spreadsheets containing example calculations for all models and concepts discussed and important papers in PDF format.

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