Portfolio Optimisation and Diversification for the Buy-Side

Since the financial crisis risk management has become a key priority for many buy side firms.

Current theory allows investors to construct their portfolios to optimise returns, while taking into account market risk, but volatile markets and global regulatory pressures is making this an increasingly difficult task.

Investor priorities are constantly shifting, with ever more sophisticated investment strategies and multi-asset classes coming to the fore and as such buy side firms must ensure they are implementing optimal portfolio management, risk, and investment operations.

In response to these challenges Risk is delighted to present this innovative two day training course designed specifically for buy side firms. Day one of the training will provide attendees with a thorough understanding of modern portfolio theory and its application, addressing modelling and optimisation techniques, transactional costs and risk models. Day two will cover further strategies to optimise and diversify the investment portfolio including multi period portfolio construction, scenario generation and advanced computational techniques and platforms including smart beta.

Time: 8:30 am - 5:00 pm

Price:
Super Early Bird, ends April 22nd: GBP 999
Early Bird: GBP 1299
Standard: GBP 1499

Speakers: Hamza Bahaji Head of Engineering and Quantitative Research at Seeyond Natixis Global Asset Management, Professor Michael Dempster, Centre for Financial Research, University of Camrbridge