Algorithmics - Portfolio Modeling: Integrating risk measurement and portfolio construction - April 27, 2010

Portfolio Modeling: Integrating risk measurement and portfolio construction
April 27, 2010 - Webinar

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 on Tuesday, April 27th at 2:00 p.m. EDT for Part 2 of a 2 part complimentary webinar series highlighting the capabilities of its managed service offering, Algo Risk Service, focusing on the integration of risk measurement and portfolio construction.

Register for this webinar to learn about 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.

To register for this event, please Click Here.

For additional information, please contact:
Diane Lockwood
Tel: + 1 (212) 625-5260
e-mail: diane.lockwood@algorithmics.com