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Barra Portfolio Manager and Optimization Series Part 2: Advanced Optimization Techniques in Barra Portfolio Manager

Please join us for Part Two in a series of webinars where we will focus on the new portfolio analytics functionality in Barra Portfolio Manager - Point in Time Optimization.

Agenda Topics Include:

  • Portfolio Optimization Theory - Short Refresher
  • Choosing Risk Aversion - A Closer Look
  • Solving Paring Constraints
  • Case Study: Sensitivity Optimization
  • Case Study: The Impact of Constraints
  • Case Study: Optimization with Dual Risk Models

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