Learn how to apply relevant quantitative methods in the active management of multi-asset portfolios.
We provide an overview on the econometric toolkit available for modelling financial market returns.
We provide sample applications of all models discussed in the course. Moreover, we put particular weight to the discussion of experiences and the pros and cons of how to integrate quant models to your research approach.
Portfolio Construction and Portfolio Analytics
We provide an overview on the methods available for the construction of multi asset portfolios and in particular for their integrated analysis of risk, performance and active decision making. We give a thorough discussion of the challenges to align management in practice with the textbook world.
We will have a strong focus on discussing practical experiences and the gap between the textbook theory and the investment framework portfolio managers face in practice.
4 x 3 h best practice, deliberate practice, reflection and implementation planning
CIOs, investment committee members, fund managers, risk and performance analysts, quants
930 EUR + VAT