Portfolio Construction: Training and Tutorials for Hedge Fund Investors and Multi-Asset Managers

Risk Shell offers numerous software tools for portfolio construction and portfolio management, all designed for hedge funds, fund of funds, hedge fund of funds and multi-asset portfolios. Constructing a robust portfolio of hedge fund, or a hedge fund of funds, is not a trivial task, because most of traditional investment methodologies designed for equities or long only funds, are hardly applicable for alternative investments. That is why we offer special training programs, dedicated to advanced portfolio construction techniques, that will help you use Risk Shell portfolio components the most effective way and deliver high performing investment portfolios immune to devastating market conditions.

Portfolio Optimization: Focusing on Hedge Funds and Fund of Funds

• Non-linear portfolio optimization: VaR, CVaR, Maximum Drawdown, Omega, LPM etc.
• Constructing market-neutral portfolios
• How to find the best models and parameters for hedge fund portfolio optimization
• Traditional Markowitz mean-variance optimization - why it may not work for hedge funds as you would expect

Portfolio Risk Budgeting

• Risk budgeting vs Portfolio optimization: the difference, pros and cons
• Risk Budgeting models: Equal Risk Contribution, Global Minimum Variance Portfolio, Most Diversified Portfolio, Minimum Tail Dependent Portfolio and many more

Risk Assessment of Hedge Fund of Funds

• Portfolio Marginal Contribution Analysis
• Portfolio correlation analysis and diversification analysis
• Style Analysis and Manager Style Drift for hedge funds and fund of funds

Omega Optimization for Hedge Funds

• Omega optimization in practice: how it may help you improve risk-return profiles 
• Settings for the Omega optimization models: step-by-step tutorials