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 in model 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