Portfolio Construction

Due to unforseen circumstances, we have had to cancel this event.

***** DO NOT ENTER ANYTHING HERE OR REMOVE THIS BLOCK. THIS IS A HACK TO USE STYLESHEET TO CONTROL THE LAYOUT ****

Utilisation of risk budgeting in asset allocation decision and liability management
How to capture the factors driving major asset classes to efficiently build portfolios
Manage your tail risk
Implementation of downside risk measures
Solutions on how to create a balanced portfolio
Developments in portfolio optimisation techniques

NEW YORK 26 & 27 April 2010			Cancelled	Cancelled
LONDON 29 & 30 April 2010			Cancelled	Cancelled

Daan Potjer
Managing Partner and Fund Manager, AETHRA ASSET MANAGEMENT

Pierre Sarrau
Managing Director, Risk and Quantitative Analysis, BLACKROCK

Professor Michael Dempster
UNIVERSITY OF CAMBRIDGE and MD, CAMBRIDGE SYSTEMS ASSOCIATES LIMITED

Marc Gross
Managing Director, DARKSTAR CAPITAL LIMITED
Head of Risk Management, EURIZON CAPITAL SGR

Rishi Thapar
Senior Quantitative Analyst, INTERNATIONAL ASSET MANAGEMENT

Malcolm Kemp
Managing Director, NEMATRIAN

David King
Head of Multi Asset Quantitative Research, SCHRODER INVESTMENT MANAGEMENT

Colm O'Cinneide
Senior Quantitative Researcher, DEUTSCHE ASSET MANAGEMENT

Elliot Noma
President, GARRET ASSET MANAGEMENT

Kevin Blocker
Quantitative Strategist, HORIZON INVESTMENTS LLC

Greg Van Inwegen
Managing Director, Chief Investment Risk Officer, IVY ASSET MANAGEMENT

Lior Menzly
Director of Quantitative Research, NOMURA ASSET MANAGEMENT

Aleksey Leksanov
Portfolio Manager and Director of Quantitative Development

Douglas Martin
Director of Computational Finance Program, UNIVERSITY OF WASHINGTON