Instituto BME - Portfolio Analytics for Investment Committees

Portfolio Analytics for Investment Committees

ABIERTA
CONVOCATORIA

Fechas:

11/11/2021

Lugar:

Online.

Horario:

From 10:00 to 13:00 h.

Duración:

3 hours

Precio:

250 €

Advanced portfolio analytics are essential for informed investment decision making and delivering reliable performance.

Focusing on top down asset allocation portfolios the course covers:

1) How to monitor ex ante risks?.

2) How to monitor daily performance?.

3) Meaningful risk and performance analysis.

4) A self-critical look at your investment decision behaviour.

5) Optimized risk budgeting of investment decisions.

CIOs, investment committee members, fund manager, risk and performance analysts.

Learn how to analyse risk, performance and decision behaviour.

PART ONE BEST PRACTICES (90 min.).

BREAK (10 min.).

PART TWO DELIBERATE PRACTICE (60 min.).

Participants will practice portfolio analytics at illustrating examples. We will share experiences and discuss the strengths and weaknesses.

LESSONS LEARNED (10 min.).

NEXT STEPS (5 min.).

FEEDBACK FORM (5 min.).

Thorsten Neumann (Prof. Dr.).