Portfolio Management

Advanced Risk and Portfolio Management Bootcamp

Attilio Meucci/SYMMYS – 12-17 August 2013, New York

This six-day course provides an in-depth understanding of buy-side quantitative modeling from the foundations to the most advanced statistical and optimization techniques.

More

Risk Factors as Building Blocks for Portfolio Diversification: The Chemistry of Asset Allocation

Investment Risk and Performance Newsletter

Because seemingly diverse asset classes may have high correlations as a result of overlapping risk factor exposures, factor analysis can improve portfolio diversification.

More

Assessing the Quality of Asian Stock Market Indices

EDHEC Business School

This study assesses the properties of a range of popular Asian equity indices.

More

Innovations in Asset Allocation and Risk Management after the Crisis

Conference Proceedings Quarterly

Traditional asset allocation has lost its power to manage risk in a market with increased correlations between asset classes. The best way to capture alpha in the future will be through strategy allocation rather than asset allocation.

More

Institutional Investors and Mutual Fund Governance: Evidence from Retail–Institutional Fund Twins

CFA Digest

Retail funds perform better when an institutional twin exists.

More

From the Blog

Microsoft

13F Watch: Funds Add Health Care and Trim Technology as Activists Take Center Stage

Take 15: QFII, RQFII, and the IPO Pipeline: A New Era for China A-Shares? (Video)

Poll: Should Fund Managers Be Required to Disclose Their Holdings Every Quarter?

View all

Popular and Trending Items in Portfolio Management

Looking for Something Specific?

Continuing Education Progress

CFA Members, log in to record credits towards your continuing education.

Annual recommended minimums:
20 CE, including 2 SER.

Manage Your CE Credits