Portfolio Construction & Evaluation

Windham Webinar Series

Wednesday, March 27th at 2PM ET

Explore strategies for developing and managing sound asset allocation policies designed to meet specific investment objectives. In this 30 minute webinar, Windham’s own Jon Kazarian reviewed methods and best practices for the portfolio construction and evaluation process. The webinar covered risk and return estimation, mean-variance optimization as well as techniques for analyzing exposure to loss and wealth potential.

Webinar Highlights: 
• 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
• 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 

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