WORKSHOPS

This workshop covers the latest trends in quantitative modelling for asset allocation and portfolio construction, using new approaches that move away from asset class investing to a risk factor view. This practical workshop simulates real-life key decisions in asset allocation and portfolio construction. Concept checks during the presentation facilitate group discussions.

The workshop is suitable for corporate executives involved in asset management, investments, and risk management. Typical delegates are: Chief Executive Officers, Vice Presidents, Managing Directors and General Managers, Chief Financial Officers, Finance Directors, Financial Controllers, Finance Managers, and Members of asset management, investments, and risk management teams.

Certificate of participation issued by the UASA & SCA Professional Training & Examinations Centre.

10:00 - 11:20 Session 1

11:20 - 11:30 Break

11:30 - 12:50 Session 2

12:50 - 13:00 Break

13:00 - 14:00 Session 3

1. The Investment Setting

Asset classes 

Conventional assets 

Derivatives 

Alternative assets 

2. Asset Allocation 

Allocation across assets 

Allocation across industries 

Allocation across countries 

Strategic asset allocation 

Tactical asset allocation 

3. Security Selection

Financial ratio 

Historic performance 

Forward looking measures 

Selection criteria 

Filtering 

4. Security Analysis 

Performance analysis 

New stocks: IPOs 

Dead stocks 

Rebalancing 

5. Performance analysis  

Risk return tradeoff 

Portfolio performance over time 

Performance analysis: criteria 

Security selection 

Asset allocation 

Performance benchmarking 

Risk measures