Integrating Risk Measurement and Portfolio Construction Webcast Series - Portfolio Modeling - April 23, 2008 - Webcast

Complimentary Webcast - April 23, 2008 - 2:00 pm EST

Diminishing returns coupled with increasing market volatility has led Buy-Side institutions to pursue more varied investment strategies in their quest for superior yield. This trend towards complexity, combined with mandates to track performance against a range of index and liability benchmarks in addition to other trading constraints, has driven a convergence in the disciplines of portfolio construction and risk measurement.

Please join Dr. Andrew Aziz, Executive Vice President, Risk Solutions at Algorithmics in the second of a series of webcasts highlighting the capabilities of its managed service offering, Algo Risk Service, focusing on the integration of risk measurement and portfolio construction.

The second webcast in the series will focus on the benefits of scenario based optimization as a comprehensive portfolio modeling framework in a multi-asset class world. Optimization applications will include risk minimization, efficient frontier analysis, index tracking, portfolio screening, and 130/30 portfolio construction.

Click her to register for this complimentary webcast.

For more information, please contact:
Diane Lockwood
Marketing Manager - Americas, Algorithmics
Tel: + 1 212-625-5292
Email: eventsna@algorithmics.com