11 - 17 November, 2019
November 11
- 08:30am - 09:30am Portfolio Optimization Basics :: Portfolio Construction
- 04:00pm - 05:00pm Macroeconomic Scenario Screening :: Risk Management
November 12
- 03:00pm - 04:00pm Risk Shell overview (USA) :: Risk Shell intro
November 13
- 08:30am - 09:30am Advanced Style Analysis :: Risk Management
- 09:00am - 10:00am Risk Shell overview (Europe) :: Risk Shell intro
- 04:00pm - 05:00pm Portfolio Optimization vs. Risk Budgeting :: Portfolio Construction
- 04:00pm - 05:00pm Uncorrelated returns & market-neutral portfolios :: Expert
- 05:00pm - 06:00pm TAA: its pros and cons :: Expert
November 14
- 09:00am - 10:00am Databases & Data Sets :: Risk Shell Data
- 03:00pm - 04:00pm Introduction to Style Analysis :: Risk Management
November 15
- 08:30am - 09:30am Portfolio Optimization Basics :: Portfolio Construction
- 04:00pm - 05:00pm Complex redemptions: hedge funds :: Accounting