IMPORTANCE OF THE TOPIC
Professional market participants are increasingly puzzled by the exposed capital markets complexity when targeting capital preservation or more for their assets under management, given a lasting financial repression and persistently high correlations among traditional asset classes. Traditional asset allocation methodologies like Modern Portfolio Theory increasingly disappointed in achieving a significant diversification effect in portfolios. Where to go from here?
This seminar will cover the evolutionary asset allocation process from Generation 1 (Single-Factor/ Single-Period models), via Generation 2 (Multi-Factor/Multi-Period models) to Generation 3 (Applied Behavioral Finance) and will highlight how practitioners can benefit hands-on in their investment decisions from the insights of the most recent generation 3.
A critical appraisal of traditional asset allocation techniques, followed by principles of a new generation, grouped in 5 practical building blocks.
- Acknowledging the limits of traditional optimization methods
- Understanding the logic and evolution of the new generation of asset allocation principles
- Applying introduced methods of the new asset allocation generation
DAY 1 (June 21)
- MODUL 1: Workshop introduction | Single-factor / Single-period models (1GEN)
- MODUL 2: Multi-factor / Multi-period models (2GEN) | Multi-asset example
- MODUL 3: Limits of traditional asset allocation methods (GEN 1+2)
- MODUL 4: 3GEN - A new definition of risk is necessary
DAY 2 (June 22)
- MODUL 5: 3GEN Building Block I. (Global Transformation Processes)
- MODUL 6: 3GEN Building Block II. (Risk Factor Diversification)
- MODUL 7: 3GEN Building Block III. (Animal Spirits Management)
- MODUL 8: 3GEN Building Block IV. (Product & Jurisdiction Agnosticism)
- MODUL 9: 3GEN Building Block V. (Rule-based DSAA Process)
2 days ( 8 x 1,5 hours blocks)
TOVÁBBI INFORMÁCIÓKÉRT KERESSE OKTATÁSSZERVEZŐNKET:
+36 20 392 4228