Portfolio Construction and Asset Allocation

Schedule

Mon, 20 Oct, 2025 at 09:00 am to Wed, 22 Oct, 2025 at 05:00 pm

UTC+02:00

Location

NH Hotel Prague | Prague, PR

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This training covers the latest trends in portfolio construction and asset allocation, putting them in context of 50 years of MPT.
About this Event

Key chapters of the course:
  • Modern Portfolio Theory Framework and going beyond MPT
  • The Approaches to Forecasting Expected Returns
  • Risk-Based Investment Strategies and Estimating Risk
  • Portfolio Construction beyond Mean and Variance
  • Tail Risk and Drawdown Risk Management
  • Diversification in a Non-Normal and Non-Linear World



Course Description

This training covers the latest trends in portfolio construction and asset allocation, putting them in context of 50 years of modern portfolio theory and practice. The approach of this course is top-down and practical, providing guidance for practitioners how to take their asset allocation activities one step further and delivering valuable insights for potential practical implementation of more advanced quantitative techniques. The program is designed to accommodate plenum discussions and features concept applications in six group exercises.



Target Audience

Chief investment officers, quantitative analysts, investment committee members, senior asset managers, investment analysts and portfolio managers.



Materials

Participants will receive the slides presented, spreadsheets containing example calculations for all models and concepts discussed and important papers in PDF format.



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Where is it happening?

NH Hotel Prague, Mozartova 1, Prague, Czech Republic

Event Location & Nearby Stays:

Tickets

EUR 2080.97

MONECO Financial Training

Host or Publisher MONECO Financial Training

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