Special Event: Portfolio Optimization for Extreme Market Conditions
August 17, 2023 - Wilmington, DE - In response to the growing demand for constructing market-neutral portfolios resilient to extreme market shocks, ABC Quant presents proprietary models of combining of portfolio optimization and stress testing frameworks, which used to be available exclusively to Risk Shell clients. For the first time in the industry, we've integrated stress test data into portfolio optimization models—empowering users to construct portfolios that not only optimize risk and return but also withstand macroeconomic extreme events.
AGENDA
- Why traditional optimization methods fail.
- Non-linear portfolio optimization.
- Beta constraints (market factor exposures) for constructing market-neutral portfolios.
- Integrating Stress Testing with Portfolio Optimization.
- Market-neutral portfolios (hedge fund of funds and multi-asset): defining the optimization model.
- Portfolio Liquidity and Exposure Optimization.
WHEN
September 7, 2023, 11:00AM UTC | 4:30AM IST | 1:00PM CEST | 3:00PM GST.
POTENTIAL AUDIENCE
fund of funds investors, multi-asset portfolio manager, risk managers, quantitative research analysts, CIOs, advanced family offices, endowments. Free registration for professional, accredited or institutional investors only. Registrations submitted from public emails are not accepted.
The webinar agenda and a direct registration link.
