Asset Allocation for Specific Client Goals
On Wednesday, January 24th 2018, we hosted Senior Client Consultant Jon Kazarian for a discussion on how to tailor portfolios to meet unique investment goals. Jon explored strategies for developing and managing sound asset allocation policies designed to meet specific investment objectives. This session included a review of methods and best practices for the portfolio construction and evaluation process. We also covered risk and return estimation, mean-variance optimization as well as techniques for analyzing exposure to loss and wealth potential.
- Explore portfolio construction and evaluation methods and best practices
- Estimate risk and return using various forecasting models including market turbulence and the capital asset pricing model
- Construct efficient portfolios using mean-variance optimization while incorporating manager constraints
- Build efficient portfolios using mean-variance optimization while incorporating manager constraints
- Evaluate potential loss throughout the investment period
- Use Monte Carlo simulation to estimate wealth potential
About the Presenter
JONATHAN KAZARIAN is an Senior Investment Associate at Windham Capital Management, LLC. He joined the firm in 2012 and supports the maintenance of our investment strategy solutions and daily risk monitoring. Jon received a Bachelor of Science in Economics and Finance from Bentley University and is a CFA Level II candidate.