Risk-Based Investment Strategies: Smart Beta, Risk Parity & Risk Budgeting
€1,706.04
Risk-Based Investment Strategies: Smart Beta, Risk Parity & Risk Budgeting

Risk-Based Investment Strategies: Smart Beta, Risk Parity & Risk Budgeting

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NH Hotel

Mozartova 1

Prague

Czech Republic

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Description

Attend this intensive 2-day training and learn to:

  • Overview of investment risk analytics: A fresh perspective on established concepts like volatility and an introduction to modern risk concepts like conditional value-at-risk, drawdown-at-risk, lower partial moments, copulas and non-normal distribution modeling.
  • Risk-Based Investment Strategies: Risk-based portfolio construction approaches (e.g. Risk Parity, Smart Beta) and their success factors.
  • Estimating Risk: Use of various estimators to derive the necessary inputs
  • Risk Analysis in practice: Model risk and its management. Stress testing and scenario analysis for investment portfolios. Issues in backtesting investment strategies

Who should attend? The course is not only for specialists but for a wider audience including investment managers, asset management executives of all levels, institutional investors and research analysts. This course has been designed for the benefit of:

  • Investment officers
  • Research analysts
  • Portfolio managers
  • Risk managers
  • Fund analysts
  • Institutional investors
  • Quantitative investment analysts

Methodology The training consists of classroom-based teaching combined with selected group exercises and spreadsheet-based example calculations.

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NH Hotel

Mozartova 1

Prague

Czech Republic

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