Analysing asset allocation - Workshop 2018

This workshop aims to discuss the process of asset allocation. It discusses the mean-variance analysis and the use of portfolio optimiser to identify the efficient frontier. It encompasses risk profiling and risk tolerance of an investor. It illustrates how to determine and construct the optimal asset allocation, monitor and evaluate its performance, and rebalance and reallocate its composition.


Key topics covered:

  • Foundation of asset allocation
  • Mean-variance analysis and portfolio optimization
  • Risk profiling and risk tolerance
  • Portfolio construction
  • Monitoring and performance evaluation
  • Rebalancing and reallocation


Trainer profile:

Dr M. K. Lai is the Principal Consultant of Executive Training and Management Consultancy Company Limited. Since 2000, he has been offering professional consulting services and quality training programs to many financial institutions, business firms, professional bodies and academic organizations. He obtained a doctorate in finance at the London Business School. He is a CFA charterholder and a Certified International Investment Analyst (CIIA). He has published a number of professional books and articles.

Learning objectives

  • Understanding how to carry out asset allocation
  • Examine an investor’s investment objectives, investment constraints and risk tolerance
  • Gain insights from the industry practice on portfolio optimization and risk profiling

Audience

This workshop is suitable for accountants, auditors, finance professionals and anyone who is interested in enhancing their understanding of the asset allocation process.

3 hours

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