16 - 22 March, 2020
March 16
- 08:30am - 09:30am Portfolio Optimization Basics :: Portfolio Construction
- 04:00pm - 05:00pm Macroeconomic Scenario Screening :: Risk Management
March 17
- 03:00pm - 04:00pm Risk Shell overview (USA) :: Risk Shell intro
March 18
- 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
March 19
- 09:00am - 10:00am Databases & Data Sets :: Risk Shell Data
- 03:00pm - 04:00pm Introduction to Style Analysis :: Risk Management
March 20
- 08:30am - 09:30am Portfolio Optimization Basics :: Portfolio Construction
- 04:00pm - 05:00pm Complex redemptions: hedge funds :: Accounting