VU Amsterdam - Learn modules

Advanced Asset Allocation

Duration
25 hours
Language
English
Location
VU - Amsterdam
Diploma
Certificate

After identifying the client’s profile, the asset allocation is the next step in the investment process. Usually (strategic) asset allocation is considered the most important step in the investment process. Participants will learn how long run economic assumptions are made in the Dutch practice.This module will also add knowledge and insight into the more advanced asset allocation techniques, especially how you can make an asset allocation based on factors.

  • Participants will gain insight into the ways long run economic assumptions (expected returns, risks) are made in practice and insight into the most common types of both fundamental macro factors and investment style factors across asset classes, the justification of their existence and their return-risk characteristics

  • Participants will acquire the knowledge and understanding of the (traditional) techniques to make a portfolio (strategic asset allocation) and be able to apply techniques such as mean-variance, risk parity and market-portfolio

  • Participants will be able to apply factor investing in real-life investment asset allocation and learn how to enhance diversification, monitor risks, and tilt portfolio exposures

Topics include:

• Long run economic assumptions (expected returns, risks and correlation) and scenarios
• Mean-variance, risk parity and market-portfolio techniques
• Factor investing to enhance risk-return characteristics
• Fundamental macro factors and investment style factors across asset classes

Ideally you are a mid to senior career professional. Typically you work as:
• investment manager
• portfolio manager
• risk manager
• investment administrator
• investment advisor
• fiduciary manager
• client manager
• analyst
• researcher

Participants could also work in a capacity of trustee, work for a regulatory authority or hold a supervisory position.

Dates:

The module is expected to be scheduled to start in 2025. The exact dates are still to be determined and will be posted shortly.

Lecturers:

Tom Steenkamp
Philip Stork
Joop Huij
Bart Kuijpers
Han de Jong

Cost of Learn module(s):

1 module                        2.295 euro
2 modules or more         2.195 euro per module

For members of CFA Society Netherlands:

1 module                        2.050 euro
2 modules or more         1.950 euro per module

Full RBA program:
per module                     2.000 euro 

Employers who would like to enroll several employees may receive a customised offer.

Documents

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