This partner training event is organized and presented by Stony Brook University and made available to PRMIA members for their learning opportunity.
Next Generation Risk Management and Portfolio Construction
A four-part series
Dr. Svetlozar Rachev, Dr. Boryana Racheva-Iotova,
Dr. Ivan Mitov, and Dr. Andrew P. Millhaupt
**PRMIA Members receive a 10% discount on registration for this course**
Next Generation Risk Management and Portfolio Construction offers a comprehensive series for understanding and applying the latest class of models for multi-asset-class quantitiative risk measurement and the construction of resilient portfolios. These models accurately capture and describe the dynamics of risk across markets, asset-classes and market regimes including periods of market distress, high turbulence and transition.
A body of academic literature and courses on modeling, risk management and portfolio construction in highly volatile markets has been developed in recent years. Presented through clear and insightful illustrations, this lecture series is a unique blend of the most advanced theoretical modeling achievements with commercially-implemented portfolio examples covering all major strategies and investment styles. These courses demonstrate how the theoretical concepts are applied in the investment process and translated into practical real world real-life decisions for traditional and alternative asset management.
Through lectures, case studies and software tools, you will progress through a four-part curriculum comprising Theoretical Foundations, Practical Applications, Exercises in Matlab and High-frequency Models. While linked theoretically, these courses are independent, and any selection from the four is possible.
COURSE OUTLINE: Click here to view a detailed agenda of this program on the Stony Brook University website.
REGISTRATION: Registration is through Stony Brook University. Click Here to register. Or call 631-632-8370.
- Theoretical Foundations September 20th & 21st $3,000
- Practical Application September 26th & 27th $3,000
- Model Implementation (Matlab based) October 5th & 6th $3,000
- Portfolio Selection with Transaction Costs TBD $3,000