Stress testing of multi-asset portfolios Featured

We are hosting the third webinar in the "Are you ready for the next financial crisis?" series. This session is dedicated to proprietary stress testing models designed for alternative investments and multi-asset portfolios.

Special event: linkedin stress testing

Special Event: Multi-asset Portfolios Immune to the Next Market Crisis

September 21, 2023 - Wilmington, DE - ABC Quant presents an exclusive event, the third webinar in the "Are you ready for the next financial crisis?" series. This session is dedicated to proprietary stress testing models designed for alternative investments and multi-asset portfolios. Is your portfolio immune to the next financial crisis? Do you know what your portfolio return would be during a similar market cycle as the Credit Crunch 2008 or COVID-19? Do you know that you may incorporate stressing factors into portfolio optimization to mitigate devastating extreme events?

AGENDA

  • Explaining factor models and the ways of selecting factor pre-sets..
  • Introducing stress test statistics.
  • Filtering assets based on stress test statistics
  • Multi-statistic Peer Group Analysis with stress test metrics.
  • Introducing Multi-statistic Ranking Framework.
  • Integrating Stress Testing with Portfolio Optimization.

 

WHEN

October 12, 2023, 11:00AM UTC | 4:30AM IST | 1:00PM CEST | 3:00PM GST

POTENTIAL AUDIENCE

Institutional portfolio managers, hedge FoF and multi-asset portfolio managers, risk managers, CIOs, advanced family offices. endowments. Free registration for professional, accredited or institutional investors only. Registrations submitted from public emails are not accepted.

Linkedin registration page.

The direct registration link.

Read 1127 times Last modified on Thursday, 08 February 2024 06:18

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