Integrating Risk Measurement and Portfolio Construction Webcast Series - Replication Applications - May 28, 2008 - Webcast

Complimentary Webcast

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 for the third in 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.

This complimentary webcast will discuss a few more advanced optimization examples, including cash flow replication. In particular, how it may be applied to replicating some scenario condition cash flows that might represent a liability profile. We will also show some other performance ranking applications. The presentation will be followed by Q&A.

Date & Time:
May 28, 2008 - 2:00 pm EDT

Click HERE to register for this event.

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