Portfolio Optimisation and Diversification for the Buy-Side 2016 is a course that covers topics such as:
- Different modelling approaches including Black-Litterman and Bayesian techniques
- Modern portfolio theory
- Strategies to account for large unexpected risks including expected shortfall and tail risk
- New techniques in scenario analysis and approaches to portfolio optimisation and liquidity
Portfolio Optimisation and Diversification for the Buy-Side 2016 brings together attendees involved or interested in:
- Investor
- Portfolio Manager
- Credit Analyst
- Allocator
- Traders
- Equity Analyst
- Risk Manager
- Derivatives Dealer
- Fixed Income
- Regulatory and Risk Reporting
