Mastering Asset Selection: Stress Testing & Multi-Statistic Filters

Is your investment portfolio robust enough to survive during the next market crisis? Do you know that Risk Shell asset selection models allow taking into account numdreds of risk statistics simulteneously? This webinar will arm you with a few proprietary asset selection models and resources to build robust portfolios immune to market shocks.

Advanced Quantitative Asset Selection models

• Why traditional risk valuation models fail.
• Time interval selection problems.
• Introduction to Trend Segmentation™.

Multi-statistic Models

• Introduction to FlexiRank™.
• Multi-statistic Peer Group Analysis..

Stress Testing & Asset Selection

• Stress testing before or after? Using strass test statistics for filtering assets.
•  Basics of Risk Shell stress testing.
• Correlation stressing.

Potential Audience

Institutional portfolio managers, hedge FoF and multi-asset portfolio managers, CIOs, advanced family offices.