- Workshop Intro
- Asset Allocation History - A generational overview of asset allocation and risk management techniques
- Limits Of Traditional Risk Management Techniques
- Normal Distribution & Fat Tails // Limits of historical correlation
- Popular Myth 'VaR' // Popular Myth 'Market Timing' // Popular Myth
- 'Emerging Markets' // Popular Myth 'Mutual Funds' // Popular Myth
- ''Tactical Asset Allocation'' // Popular Myth 'Balanced Portfolios'
- Risk Factor Diversification
- Asset class VS risk factor diversification
- What are risk factors? How to isolate and analyze risk factors?
- How to invest in / via risk factors?
- Difference between risk factor diversification & factor-based investing
- Practical Examples of risk factor diversification
- New Risk Management Measures
- Going beyond volatility-based risk parameters
- Behavioral Finance & Risk Management
- Risk VS Uncertainty
- Correlation VS Causality
- Quantitative VS Qualitative Risk Measures
- Adaptive Risk Management Examples
- Examples of how pension funds, insurance companies and portfolio managers implemented Adaptive Risk Management techniques
- Which lessons can be learned from them?
- Limits of Adaptive Risk Management Techniques
- Applying The Learned Lessons
- Together with the participants, a case study is prepared interactively to apply the lessons learned throughout the day. Participants will brainstorm about how to use the new methods in their own job / company
Seminar se može pohađati samostalno ili kao dio programa "".