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MSCI in Practice: Integrating short and long-term risk modeling in portfolio construction

As we continue our MSCI in Practice series to bring actionable insight during this unprecedented time, on July 1, 2020 we present: Integrating short and long-term risk modeling in portfolio construction

During this webinar MSCI experts will discuss a workflow for model portfolios, risk integration and optimal allocation results to support the consistent integration of long-term and short-term risk into an optimal portfolio construction process.

Agenda topics

  • A Workflow for Model Portfolio: Investment Policy, Allocation Algorithm, Portfolio Diagnosis
  • Risk Integration: Long, Short and Ultra-Short Horizons
  • Optimal Allocation Results

July 1, 2020


Time

Session
8:00 a.m. PDT San Francisco
11:00 a.m. EDT New York
4:00 p.m. BST London
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Location

WebEx

Event Speakers

Peter Chan

Executive Director and Analytics Business Manager for EMEA | MSCI

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Angelo Peirano

Associate, Client Coverage | MSCI

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