Skip to main content

WHARTON: AM2-3 Asset Allocation

AM2-3 Asset Allocation


WHARTON
Enrollment in this course is by invitation only

About This Course

Presentation:

With a clear understanding of the asset management industry’s fundamentals and products, we are now more equipped to explore asset allocation concepts. The course discusses different portfolio strategies, risk management tools, long-term vs. short-term considerations, and portfolio attribution analysis.

Program:

Week 1: Asset Pricing Models

Week 2: Traditional Asset Allocation

Week 3: New Strategic Allocation

Week 4: Performance Attribution Analysis

The teachers:

Course Staff Image #1

CHRISTOPHER GECZY, PhD

Adjunct Professor of Finance; Academic Director, Wharton Wealth Management Initiative; Academic Director, Jacobs Levy Equity Management Center for Quantitative Financial Research, The Wharton School

Christopher Geczy is the academic director of the Wharton Wealth Management Initiative and of the Jacobs Levy Equity Management Center for Quantitative Financial Research.

He has been a member of the Finance faculty at Wharton since 1997.

He has served on the staff of the Board of Governors of the Federal Reserve, on the Economic Advisory Board of NASDAQ, as chairman of the Mid-Atlantic Hedge Fund Association, and on the editorial boards of the Journal of Alternative Investments and the Journal of Wealth Management.

  1. Course Number

  2. Classes Start

    2019-01-04

  3. Classes End