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Building Global Multi-asset Portfolios - In-house Course
In this one-day course, participants will earn learn some highly-effective methods that will allow them to create their own globally diversified multi-asset portfolio. Some of the concepts discussed in the course are risk factor diversification and multi-objective optimisation.
After completing this course, participants will:
- Understand the limits of traditional optimisation techniques
- Understand why global capital stock is a proxy for the market portfolio
- Apply the taught methods of constructing a global multi-asset portfolio
Suitability - Who should attend?
This seminar is tailored to the professional needs of practitioners from investment companies, regional/private banks, insurance companies and institutional investors in the fields of portfolio management, wealth management, investment controlling and treasury including:
- Portfolio/ Asset Managers
- Investment Committee Members
- Wealth Managers
- Family Office CIOs
- CFAs / CAIAs
Outcome / Qualification etc.
This course is worth 6 CPD points
Training Course Content
ASSET ALLOCATION AND MYTHS
- Asset allocation history
- Fact, fiction and investing: the case of value, size and momentum
- Is diversification dead? Examples of risk factor based portfolios
POLICY PORTFOLIO AND THE RISE OF ALTERNATIVE
- A first multi-asset portfolio: the global financial asset portfolio
- The Yale and Harvard Endowment examples
DIVERSIFYING WITH INVESTABLE INDICES
- A coherent framework for dynamic portfolio construction; the case of multi-objective optimisation
- Practical considerations: ETFs selection, portfolio rebalancing
APPLIED LESSONS LEARNED: "BEATING THE BENCHMARK" COMPETITION
- A case study based on historical data using excel-vba is introduced in order to apply the lessons learned throughout the day. Participants will then brainstorm how to use the new methods in their own company.
Request information to schedule this course for your organisation
LSEG Academy - Financial training from the London Stock Exchange Group
As the training arm of the world-renowned London Stock Exchange Group, LSEG Academy works to help professionals develop the practical skills they need to navigate today's rapidly evolving financial markets. Academy designs, develops and delivers courses for clients across the...