Portfolio Analytics Seminars

Description:

We are offering training services related to investment performance and risk management. In Zurich, we offer three standardized full-day seminars...

- Risk-Adjusted Performance: participants with get an overview of the latest risk-adjusted performance measures like the Rachev or Farinelli-Tibiletti Ratios or Omega, how they relate to traditional measures such as the Sharpe Ratio, how they can be calculated in MS Excel and how they can be used in ex post portfolio analysis and ex ante portfolio construction. The focus is on concepts and practical applications and not mathematical proofs. We stress the point that performance and risk cannot be discussed in isolation.

- Performance Attribution: An intense full-day workshop providing an overview over available techniques as well as news from the research frontier. Quantitative techniques will be illustrated with worked Excel examples. While quantitative in nature, the focus will be on underlying qualitative concepts (“what”, “why”) and providing guidance with qualitative arguments to assess that various techniques available.

- Crisis Risk & Return: we are discussing portfolio analytics in crisis situations. We are demonstrating how non-normal distributions and non-linear depdencies affect traditional analytical models used in performance and risk analysis as well as portfolo construction. We propose simple and practical extensions to handle extraordinary market situations. Besides quantiative methods, we also illustrate the importance of behavioral and institutional aspects and how qualitative enhancements can be used to make investment processes more robust.

Brief description: Seminars in portfolio analytics: risk-adjusted performance, performance attribution and crisis risk & return

Tags: seminar, workshop, risk, performance, investment, portfolio analytics

Website: www.andreassteiner.net/seminar