Portfolio Construction: Fund Of Funds and Multi-asset Funds
Designed for alternative investments, ABC Quant's portfolio construction framework enables creating virtually any investment vehicles with desired risk-return profiles. It goes far beyond the traditional mean-variance criteria of portfolio investment quality by applying a multi-statistic approach to a target portfolio that should satisfy all selected risk metrics. As a hedge fund investor, you know that constructing a robust hedge fund of funds is not a trivial task. We can help you resolve that task by offering a broad range of portfolio construction services.
Tailored To Alternative Investments
- Stop relying on the mean-variance methodology which is hardly applicable to alternative investments
- Build a robust investment portfolio that satisfies multiple risk metrics
- Utilize most advanced analytical models available today, from non-linear optimization to Elastic-net and copula-based simulations
- Get the most of ABC Quan't proven proprietary methodologies of Macroeconomic Scenario Screening™ and Trend Segmentation™
What We Can Do For You
- Deliver a complete portfolio construction framework based on your custom requirements
- Offer a few alternative portfolio construction techniques to choose from
- Construct a sample hedge fund or multi-asset portfolio and provide its full risk assessment
- Screen assets for your portfolio based on hundreds of quantitative and qualitative filters
- Monitor and rebalance your portfolio on an ongoing basis
- Restructure your existing portfolio to enhance its risk-return profile
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Book Your Spot: Advanced Portfolio Construction
Portfolio Construction
01 Oct 2024;
04:00PM - 05:00PM
Unique Hedge Fund problems02 Oct 2024;
04:00PM - 05:00PM
Portfolio Optimization vs. Risk Budgeting03 Oct 2024;
09:00AM - 10:00AM
Portfolio Optimization Advanced04 Oct 2024;
08:30AM - 09:30AM
Portfolio Optimization Basics09 Oct 2024;
04:00PM - 05:00PM
Uncorrelated returns & market-neutral portfolios10 Oct 2024;
09:00AM - 10:00AM
Omega Optimization in Practice