Risk-Based Investment Strategies

Seminar Description

The event is supposed to deliver a tour d'horizon of risk-based investment strategies like...

Risk parity: Equal Risk Contribution Strategies

Maximum diversification

Minimum variance

Traditional Fixed Weight Strategies

The Meaning of Absolute Return

Equal Weighting: The 1/n Portfolio

Constant Volatility Strategies, Dynamix Volatility Strategies

Maximum Sharpe Ratio (Traditional MV Optimization)

Overview Fundamentals-Weighted Benchmarking

The seminar will also cover various implementation issues...

On Backtesting

Rebalancing Strategies

Benchmarking

Historical Risk and Return Characteristics of Various Benchmark Strategies

Considerung Turnover and Transaction Costs

Portfolio Construction based on Realistic Return and Risk Preferences

Evaluating results: ex post versus ex ante portfolio risk and return

Covariance Matrix estimation: Various approaches, invcluding Bayesian Estimators

Considering Views on Expected Returns in Risk-Managed Portfolios

On Numerical Optimization

Risk Management of Risk-Based Strategies

Quantiative modeling in Excel (Excel Solver, VB

Target Audience

Investment Managers, Research Analysts, Risk Managers and Institutional Investors. Previous knowledge of qualitative and quantitative concepts in financial modeling is recommended.

What Makes This Event Different

As the number of participants is limited to 10 the seminar will be conducted in personal atmosphere, allowing interaction with the speaker and one another. Participants can submit data sets or specific questions four weeks before the workshop and if suitable, some of these “real world” inputs will be used as illustrations, examples or case studies during the presentation.

Location

Downtown Zurich, details will be communicated approximatively 2 weeks before the event.

If the number of participants is small, then the event will take place in our office in Hinwil (approx. 30 minutes from Zurich)

Schedule

09:00am Welcome Coffee
09:30am Start Presentation
12:00am Sandwich Lunch
03:00pm Coffee Break
05:00pm Finish

Special Features

Binder with slides discussed, MS Excel illustrations
Personal atmosphere due to maximum of 10 participants

Fee

Zurich: 500 CHF

London: 600 GBP

The fee includes snacks, refreshments, sandwich lunch and all seminar materials.

Registration & Cancellation Policy

You can register using an online form if a date has been scheduled. You can also use the online form to place a non-binding reservation for a seat. Reservations will be reconfirmed upon announcement of a date.

The seminar can be cancelled or rescheduled. In case of a cancellation on behalf of the organizer, payments will be returned in full. Cancellations on behalf of participations will be returned in full up to 20 business days before the event.