The renowned Advances in Asset Allocation seminar is an intensive three-day course that will provide participants with an in-depth appreciation of the concepts and techniques that will shape the future of investment management.
Cutting-edge concepts will be discussed and illustrated using Excel spreadsheets that delegates can take away.
This exclusive event, presented in a highly accessible manner, will take place in London on May 15-17, 2017. The course will be led by Professor Lionel Martellini, a seasoned instructor who combines academic expertise and industry experience.
Each afternoon of the seminar is dedicated to integrative case studies providing practical applications in both the institutional and individual money management contexts, drawing examples from asset-only and asset-liability management perspectives.
The first part of the seminar focuses on bridging the gap between portfolio theory and portfolio construction and outlines a coherent framework, which can be used to frame optimal decisions for the design of a well-diversified performance portfolio through an efficient harvesting of risk premia within and across asset classes.
The second part of the seminar shifts from static risk diversification to dynamic risk hedging and focuses on the design of optimal allocation strategies for investors endowed with long-term liabilities or consumption goals.
The final part of the seminar shows how to account for regulatory, accounting, and other short-term constraints, which requires implementing risk insurance, in addition to risk diversification and risk hedging.
For details of the full Programme click here
Key learning benefits
The seminar will enable participants to:
Who should attend
The programme is intended for investment management professionals who advise on or participate in the design and implementation of asset allocation policies and portfolio models and for sell-side practitioners who develop new asset management and ALM solutions for institutional, private, and mass-affluent investors.
Thu, 30/03/2017 - 09:57
Wed, 01/02/2017 - 07:24
Mon, 30/01/2017 - 09:30
Wed, 18/01/2017 - 14:44
Sun, 15/01/2017 - 13:02
Fri, 02/12/2016 - 09:38
Fri, 24/03/2017 - 10:55
Mon, 27/03/2017 - 12:53
Mon, 20/02/2017 - 14:43
Tue, 05/07/2016 - 08:33