Advances in Asset Allocation
A free introductory webcast on Advances in Asset Allocation with Andreas Steiner on September 28th 2023 at 11.00am BST
Andreas Steiner has over 20 years of experience in investment management, specialising in
areas from risk management to portfolio construction. Andreas has undertaken significant roles
at prominent banks and funds, most notably as the Head of Investment Risk Management at a Swiss
private bank.
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Key topics
- What is Modern Portfolio Theory
- Useful Techniques Beyond Mean-Variance
- Considering Forecast Risk
- Beyond Variance: Tail and Drawdown Risks
- Incorporating Non-Financial Goals
- Multiple-Factor Models
- Applications in Portfolio Construction
- Mean-Variance Efficient Frontier Based on Ranks
- Mean-Downside Risk Efficient Frontiers
- Risk Parity Portfolios
- Machine Learning Approaches: Waterfall Allocations based on Dendrograms
- Q&A
