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
Who should Attend
Attendees involved or interested in:
Investor
Portfolio Manager
Credit Analyst
Allocator
Traders
Equity Analyst
Risk Manager
Derivatives Dealer
Fixed Income
Regulatory and Risk Reporting
Past Events
Portfolio Optimisation and Diversification for the Buy-Side 2016 - 21-22 Jun 2016, Thistle Holborn, The Kingsley, London, United Kingdom (59674)
Important
Please, check "Portfolio Optimisation and Diversification for the Buy-Side" official website for possible changes, before making any traveling arrangements
