Why are optimal portfolios; according to the Modern Portfolio Theory; not diversified? Is it a good thing; that they are not? Do simple trading rules-of-thumb beat Modern Portfolio Theory? Which rules-of-thumb? And why do they even work? These are some of the topics that will be covered in this talk. Well start by going through the construction of optimal portfolio shapes for different tail risk measures; and well look for some general insights into what works; why it works; what doesnt work; and why it doesnt work. Should you hedge; should you diversify; or a bit of both?
Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. Fitch Learning is a global leader in training with experience of delivering specialised technical training at all levels to the financial community. Fitch Learning partner with clients to elevate knowledge and skills and enhance conduct.
We work with 9 out of 10 of each of the largest Investment Banks, Asset Managers and Global Banks and through state-of-the-art training centres in London, New York, Hong Kong, Singapore and Dubai, and our leading distance learning portals, we train more than 20,000 delegates each year.
